Invesco S&P SmallCap Financials ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.65% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0214 | 8.36 | |
| 0.8652 | 220.08 | |
| 0.1432 | 28.12 | |
| 0.0022 | 2.70 | |
| 0.0205 | 7.47 | |
| 0.9786 | 305.06 |
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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