Invesco S&P SmallCap Utilities & Communication Services ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.72% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 10.83 | |
| 0.0333 | 10.76 | |
| 0.9122 | 225.41 | |
| 0.0618 | 7.36 |
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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