Invesco S&P SmallCap 600 QVM Multi-factor ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.70% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0109 | 0.90 | |
| 0.0177 | 3.12 | |
| 0.9819 | 200.05 | |
| -0.0680 | -11.45 |
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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