Invesco S&P SmallCap Industrials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.40% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1728 | 8.98 | |
| 0.0764 | 5.66 | |
| 0.8788 | 41.34 | |
| 0.0241 | 3.19 | |
| -0.0357 | -2.46 |
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 Spline-GARCH Analyses on ETFs