Invesco S&P MidCap 400 QVM Multi-factor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.48% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6057 | 7.45 | |
| 0.1205 | 3.03 | |
| 0.6172 | 4.10 | |
| -1.1691 | -5.08 | |
| 1.7630 | 4.59 | |
| -1.1490 | -2.38 |
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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