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	param	t-stat
$ω$	0.0275	11.79
$α$	0.0139	7.00
$β$	0.9165	472.43
$γ$	0.1164	21.06

V-Lab

Invesco S&P MidCap 400 Pure Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.45% (-0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco S&P MidCap 400 Pure Value ETF Analyses