Invesco S&P SmallCap Consumer Staples ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.14% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9467 | 9.73 | |
| 0.0639 | 4.24 | |
| 0.9022 | 45.73 | |
| 0.0023 | 0.91 |
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 Spline-GARCH Analyses on ETFs