Invesco S&P SmallCap Consumer Staples ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.99% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 15.45 | |
| 0.0634 | 17.66 | |
| 0.9061 | 198.24 |
Estimation Period:
Apr 7, 2010 to Feb 6, 2026
Apr 7, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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