Invesco S&P MidCap 400 QVM Multi-factor ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.39% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6346 | 7.31 | |
| 0.1191 | 2.86 | |
| 0.6639 | 6.12 | |
| -1.0173 | -4.76 | |
| 1.4226 | 4.59 | |
| -0.5011 | -3.11 |
Estimation Period:
Jun 30, 2021 to Feb 6, 2026
Jun 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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