Invesco S&P SmallCap Energy ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.79% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0635 | 14.78 | |
| 0.0665 | 18.79 | |
| 0.9252 | 268.10 |
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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