Invesco S&P SmallCap Consumer Discretionary ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.97% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 5.65 | |
| 0.1407 | 15.73 | |
| 0.9872 | 945.55 | |
| -0.0565 | -7.64 |
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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