Invesco S&P SmallCap Financials ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.25% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0148 | -3.99 | |
| 0.0765 | 27.06 | |
| 0.9007 | 318.60 | |
| 0.8837 | 24.90 |
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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