InvInvesco S&P Midcap 400 Revenue ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.24% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0036 | -1.00 | |
| 0.1030 | 43.34 | |
| 0.8715 | 338.31 | |
| 0.7533 | 30.20 |
Estimation Period:
Mar 11, 2008 to Feb 6, 2026
Mar 11, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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