Invesco S&P MidCap 400 Pure Value ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.67% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 4.81 | |
| 0.1290 | 34.57 | |
| 0.9851 | 878.76 | |
| -0.0904 | -22.43 |
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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