Invesco S&P SmallCap Health Care ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.79% (+3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 16.31 | |
| 0.0757 | 24.45 | |
| 0.8980 | 238.01 |
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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