InvInvesco S&P Midcap 400 Revenue ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.06% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 4.56 | |
| 0.1554 | 34.90 | |
| 0.9811 | 798.97 | |
| -0.1148 | -32.53 |
Estimation Period:
Mar 11, 2008 to Feb 13, 2026
Mar 11, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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