Invesco S&P SmallCap Financials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.41% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 13.04 | |
| 0.0223 | 8.81 | |
| 0.9108 | 298.42 | |
| 0.1062 | 13.56 |
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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