Invesco S&P Smallcap 600 Revenue ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.00% (+3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 1.81 | |
| 0.0961 | 36.67 | |
| 0.8842 | 354.80 | |
| 0.7206 | 24.18 |
Estimation Period:
Feb 22, 2008 to Feb 6, 2026
Feb 22, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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