Invesco S&P SmallCap 600 QVM Multi-factor ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.29% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3592 | 8.87 | |
| 0.0932 | 10.50 | |
| 0.7082 | 27.61 |
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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