Invesco S&P SmallCap Information Technology ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.63% (+4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 14.38 | |
| 0.0273 | 7.96 | |
| 0.9008 | 262.54 | |
| 0.0964 | 12.29 |
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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