InvInvesco S&P Midcap 400 Revenue ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.76% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 16.15 | |
| 0.0178 | 7.29 | |
| 0.8897 | 348.90 | |
| 0.1535 | 22.31 |
Estimation Period:
Mar 11, 2008 to Feb 6, 2026
Mar 11, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other InvInvesco S&P Midcap 400 Revenue ETF Analyses
Other GJR-GARCH Analyses on ETFs