Invesco S&P SmallCap Consumer Discretionary ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.74% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 16.06 | |
| 0.0726 | 23.45 | |
| 0.9160 | 302.09 |
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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