Invesco S&P SmallCap Energy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.57% (+3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 9.91 | |
| 0.0186 | 7.18 | |
| 0.9419 | 385.69 | |
| 0.0634 | 10.48 |
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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