Invesco S&P MidCap 400 Pure Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.66% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9945 | 4.88 | |
| 0.0907 | 8.26 | |
| 0.8963 | 79.99 | |
| 0.0048 | 1.92 |
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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