Invesco S&P MidCap 400 QVM Multi-factor ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.86% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 0.37 | |
| 0.0316 | 5.55 | |
| 0.9831 | 148.64 | |
| -0.1073 | -19.81 |
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 EGARCH Analyses on ETFs