Invesco S&P SmallCap Energy ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.42% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 4.18 | |
| 0.0624 | 22.41 | |
| 0.9241 | 325.51 | |
| 1.0166 | 20.87 |
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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