Invesco S&P SmallCap Consumer Staples ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.25% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 12.27 | |
| 0.0163 | 5.08 | |
| 0.9192 | 271.86 | |
| 0.0779 | 8.22 |
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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