Invesco S&P SmallCap 600 QVM Multi-factor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.91% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2289 | 7.30 | |
| 0.0000 | 0.00 | |
| 0.0009 | 0.03 | |
| 0.2519 | 0.25 | |
| 0.0777 | 0.30 | |
| 0.7807 | 0.97 |
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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