Invesco S&P SmallCap Energy ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.31% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0037 | 0.85 | |
| 0.6459 | 24.70 | |
| 0.1517 | 10.90 | |
| 0.1326 | 0.83 | |
| 0.1562 | 1.22 | |
| 0.8267 | 5.67 |
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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