Invesco S&P Smallcap 600 Revenue ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.42% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 18.75 | |
| 0.0929 | 29.62 | |
| 0.8923 | 280.17 |
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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