Invesco S&P SmallCap Health Care ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.58% (+4.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 5.48 | |
| 0.1141 | 22.25 | |
| 0.9693 | 529.94 | |
| -0.0876 | -20.78 |
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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