Invesco S&P SmallCap 600 QVM Multi-factor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.24% (+2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1490 | 6.18 | |
| 0.0000 | 0.00 | |
| 0.8758 | 64.99 | |
| 0.0856 | 4.27 |
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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