InvInvesco S&P Midcap 400 Revenue ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.06% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.01 | |
| 0.8700 | 288.25 | |
| 0.1699 | 44.05 | |
| 0.0420 | 7.01 | |
| 0.1416 | 10.84 | |
| 0.8321 | 51.09 |
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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