Invesco S&P Smallcap 600 Revenue ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.87% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 15.52 | |
| 0.0406 | 8.81 | |
| 0.9031 | 286.07 | |
| 0.0896 | 10.91 |
Estimation Period:
Feb 22, 2008 to Feb 13, 2026
Feb 22, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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