Invesco S&P SmallCap Financials ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.04% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 4.81 | |
| 0.1262 | 23.88 | |
| 0.9836 | 818.33 | |
| -0.0957 | -21.78 |
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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