Invesco S&P SmallCap Information Technology ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.47% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 7.23 | |
| 0.1359 | 25.33 | |
| 0.9772 | 679.58 | |
| -0.0815 | -17.97 |
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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