Invesco S&P MidCap 400 Pure Value ETF MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:27.20% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 15.38 | |
| 0.1571 | 43.68 | |
| 0.8407 | 251.32 |
Estimation Period:
Mar 13, 2006 to Feb 13, 2026
Mar 13, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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