Invesco S&P Smallcap 600 Revenue ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.35% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4483 | 7.59 | |
| 0.0955 | 7.02 | |
| 0.8746 | 57.30 | |
| 0.0261 | 4.21 | |
| -0.0334 | -2.79 |
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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