Invesco S&P SmallCap Industrials ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.32% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0605 | 15.59 | |
| 0.0774 | 24.39 | |
| 0.8923 | 209.82 |
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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