Invesco S&P SmallCap Information Technology ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.75% (+4.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0152 | 4.17 | |
| 0.8825 | 202.12 | |
| 0.1183 | 24.51 | |
| 0.0008 | 1.32 | |
| 0.0094 | 9.92 | |
| 0.9906 | 873.58 |
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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