Invesco S&P MidCap 400 Pure Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.34% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8349 | 3.56 | |
| 0.0917 | 8.14 | |
| 0.8917 | 74.11 | |
| -0.0263 | -1.38 | |
| 0.0508 | 1.90 | |
| -0.0364 | -3.03 |
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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