Invesco S&P SmallCap Consumer Staples ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.40% (-5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.0838 | 22.42 | |
| 0.1612 | 21.80 | |
| 0.0000 | 0.00 |
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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