Invesco S&P SmallCap Consumer Discretionary ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.74% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 2.14 | |
| 0.0643 | 22.82 | |
| 0.9229 | 356.20 | |
| 0.6453 | 13.03 |
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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