Invesco S&P SmallCap Materials ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.95% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0194 | -4.78 | |
| 0.0488 | 29.13 | |
| 0.9380 | 497.59 | |
| 1.0793 | 23.75 |
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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