Invesco S&P SmallCap Energy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.42% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7924 | 5.28 | |
| 0.0705 | 5.13 | |
| 0.9193 | 67.55 | |
| -0.0027 | -1.86 |
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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