Invesco S&P SmallCap Energy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.43% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7900 | 5.11 | |
| 0.0706 | 5.08 | |
| 0.9193 | 66.28 | |
| -0.0028 | -0.45 |
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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