Invesco S&P MidCap 400 Pure Value ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.08% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 17.55 | |
| 0.0886 | 33.90 | |
| 0.9004 | 337.85 |
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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