InvInvesco S&P Midcap 400 Revenue ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.80% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2082 | 7.43 | |
| 0.1142 | 8.91 | |
| 0.8626 | 64.02 | |
| 0.0084 | 3.34 |
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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