Invesco S&P SmallCap Consumer Discretionary ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.02% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0938 | 8.60 | |
| 0.0728 | 5.38 | |
| 0.8997 | 55.92 | |
| 0.0294 | 4.82 | |
| -0.0400 | -5.11 |
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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