Invesco S&P MidCap 400 Pure Value ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.28% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0137 | -3.51 | |
| 0.0765 | 36.46 | |
| 0.9070 | 362.93 | |
| 0.8455 | 27.75 |
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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