Invesco S&P SmallCap Industrials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.83% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 11.61 | |
| 0.0093 | 4.69 | |
| 0.9205 | 339.04 | |
| 0.0961 | 13.67 |
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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