Invesco S&P Smallcap 600 Revenue ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.04% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 6.77 | |
| 0.1561 | 21.58 | |
| 0.9857 | 1,065.61 | |
| -0.0733 | -11.34 |
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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