InvInvesco S&P Midcap 400 Revenue ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.95% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0349 | 20.30 | |
| 0.1141 | 35.65 | |
| 0.8697 | 268.01 |
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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