Invesco S&P SmallCap Information Technology ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.57% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 3.66 | |
| 0.0826 | 29.45 | |
| 0.8887 | 270.60 | |
| 0.8179 | 20.75 |
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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