Invesco S&P SmallCap Materials ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.02% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 14.12 | |
| 0.0550 | 21.57 | |
| 0.9323 | 307.38 |
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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