Invesco S&P SmallCap Materials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.70% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 8.34 | |
| 0.0069 | 3.88 | |
| 0.9504 | 484.89 | |
| 0.0703 | 13.32 |
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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