Invesco S&P SmallCap Energy ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:29.15% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 7.25 | |
| 0.1118 | 18.01 | |
| 0.9884 | 987.43 | |
| -0.0555 | -12.84 |
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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