Invesco S&P SmallCap Consumer Staples ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:13.73% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 2.73 | |
| 0.1105 | 21.59 | |
| 0.9783 | 606.89 | |
| -0.0715 | -13.50 |
Estimation Period:
Apr 7, 2010 to Feb 13, 2026
Apr 7, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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