Invesco S&P SmallCap Utilities & Communication Services ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.85% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 12.53 | |
| 0.0717 | 22.84 | |
| 0.9023 | 194.13 |
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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