Invesco S&P SmallCap Materials ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.20% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.01 | |
| 0.9168 | 233.70 | |
| 0.0949 | 23.28 | |
| 0.0160 | 3.12 | |
| 0.0388 | 4.07 | |
| 0.9555 | 84.37 |
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 Materials ETF Analyses
Other MF2-GARCH Analyses on ETFs