Invesco S&P SmallCap Consumer Staples ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.33% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8861 | 10.86 | |
| 0.0636 | 4.32 | |
| 0.9047 | 47.55 | |
| -0.0007 | -1.01 |
Estimation Period:
Apr 7, 2010 to Feb 13, 2026
Apr 7, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Invesco S&P SmallCap Consumer Staples ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs