Invesco S&P MidCap 400 QVM Multi-factor ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.65% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 6.26 | |
| 0.0752 | 17.33 | |
| 0.8765 | 136.65 | |
| 0.6982 | 18.17 |
Estimation Period:
Jun 30, 2021 to Feb 13, 2026
Jun 30, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Invesco S&P MidCap 400 QVM Multi-factor ETF Analyses
Other AGARCH Analyses on ETFs