Invesco S&P SmallCap Utilities & Communication Services ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.69% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 4.13 | |
| 0.1278 | 19.37 | |
| 0.9801 | 469.86 | |
| -0.0465 | -9.89 |
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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