Invesco S&P SmallCap Consumer Discretionary ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.03% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1392 | 8.76 | |
| 0.0723 | 5.31 | |
| 0.8988 | 54.29 | |
| 0.0359 | 4.25 | |
| -0.0553 | -3.10 |
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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