Invesco S&P SmallCap Consumer Discretionary ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.88% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0240 | 4.06 | |
| 0.8994 | 148.15 | |
| 0.0781 | 12.50 | |
| 0.0023 | 4.08 | |
| 0.0160 | 5.74 | |
| 0.9833 | 335.14 |
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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