Invesco S&P SmallCap Information Technology ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.05% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 16.17 | |
| 0.0878 | 26.18 | |
| 0.8897 | 227.13 |
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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