Invesco S&P SmallCap 600 Pure Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.36% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 14.12 | |
| 0.0114 | 5.47 | |
| 0.9142 | 410.86 | |
| 0.1064 | 16.57 |
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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