Invesco S&P MidCap 400 Pure Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.13% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 3.82 | |
| 0.1345 | 25.66 | |
| 0.9773 | 569.53 | |
| -0.1212 | -29.93 |
Estimation Period:
Mar 7, 2006 to Feb 6, 2026
Mar 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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