Invesco S&P MidCap 400 Pure Value ETF APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.27% (+2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 21.89 | |
| 0.0672 | 25.33 | |
| 0.9274 | 477.30 | |
| 0.7029 | 22.27 | |
| 1.2555 | 24.20 |
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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