Invesco S&P SmallCap Health Care ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.33% (+5.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0013 | 0.52 | |
| 0.8832 | 201.55 | |
| 0.1163 | 26.88 | |
| 0.4572 | 2.01 | |
| 0.5740 | 3.29 | |
| 0.1707 | 0.57 |
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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