Invesco S&P SmallCap 600 QVM Multi-factor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.42% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7567 | 8.41 | |
| 0.0951 | 2.53 | |
| 0.5690 | 2.41 | |
| -0.6936 | -3.25 | |
| 1.1125 | 3.10 | |
| -0.9459 | -2.22 |
Estimation Period:
Jun 30, 2021 to Feb 13, 2026
Jun 30, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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