Invesco S&P SmallCap 600 Pure Growth ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.38% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0157 | -4.89 | |
| 0.0688 | 38.18 | |
| 0.9070 | 409.12 | |
| 0.9939 | 37.69 |
Estimation Period:
Mar 7, 2006 to Feb 13, 2026
Mar 7, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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