Invesco S&P SmallCap Financials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.22% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3066 | 5.27 | |
| 0.0955 | 5.30 | |
| 0.8622 | 39.37 | |
| 0.0363 | 3.99 | |
| -0.0475 | -4.27 |
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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