Invesco S&P SmallCap Industrials ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.54% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0058 | 2.96 | |
| 0.9114 | 274.18 | |
| 0.1043 | 25.42 | |
| 0.0007 | 0.74 | |
| 0.0075 | 6.12 | |
| 0.9924 | 603.28 |
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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