InvInvesco S&P Midcap 400 Revenue ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.80% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3508 | 7.83 | |
| 0.1135 | 8.75 | |
| 0.8600 | 61.32 | |
| 0.0205 | 3.83 | |
| -0.0255 | -3.66 |
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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