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	param	t-stat
$ω$	1.3602	7.60
$α$	0.0539	4.68
$β$	0.9242	59.72
$γ_{1}$	0.0263	3.96
$γ_{2}$	-0.0335	-3.88

V-Lab

Invesco S&P SmallCap Materials ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:27.35% (-0.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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