Invesco S&P MidCap 400 QVM Multi-factor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.23% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.9058 | 73.03 | |
| 0.0969 | 11.59 | |
| 1.1966 | 0.13 | |
| 0.1462 | 0.13 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 30, 2021 to Feb 13, 2026
Jun 30, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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