Invesco S&P SmallCap Industrials ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.07% (+2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 4.27 | |
| 0.1049 | 25.46 | |
| 0.9816 | 579.44 | |
| -0.0866 | -21.62 |
Estimation Period:
Apr 7, 2010 to Feb 6, 2026
Apr 7, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco S&P SmallCap Industrials ETF Analyses
Other EGARCH Analyses on ETFs