Invesco S&P SmallCap Consumer Discretionary ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.79% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 11.56 | |
| 0.0315 | 5.26 | |
| 0.9277 | 262.00 | |
| 0.0625 | 6.64 |
Estimation Period:
Apr 7, 2010 to Feb 13, 2026
Apr 7, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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