Invesco S&P SmallCap 600 QVM Multi-factor ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.31% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2399 | 11.49 | |
| 0.0708 | 10.44 | |
| 0.7901 | 56.54 | |
| 0.3789 | 4.79 |
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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