Invesco S&P SmallCap Industrials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.05% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1472 | 9.10 | |
| 0.0768 | 5.73 | |
| 0.8796 | 42.22 | |
| 0.0205 | 3.54 | |
| -0.0267 | -3.65 |
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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