Invesco S&P SmallCap Industrials ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.50% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0110 | -2.52 | |
| 0.0573 | 30.26 | |
| 0.9152 | 380.54 | |
| 1.0995 | 28.86 |
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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