Invesco S&P SmallCap Health Care ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.54% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0590 | 15.45 | |
| 0.0136 | 4.85 | |
| 0.9019 | 267.23 | |
| 0.1038 | 13.92 |
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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