Invesco S&P SmallCap Materials ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.33% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 4.86 | |
| 0.0773 | 19.40 | |
| 0.9856 | 751.80 | |
| -0.0646 | -15.27 |
Estimation Period:
Apr 7, 2010 to Feb 13, 2026
Apr 7, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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