Invesco S&P MidCap 400 Pure Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.65% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 13.35 | |
| 0.0035 | 1.39 | |
| 0.9062 | 358.03 | |
| 0.1431 | 21.90 |
Estimation Period:
Mar 7, 2006 to Feb 13, 2026
Mar 7, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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