Invesco S&P SmallCap 600 Pure Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.66% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0063 | 2.82 | |
| 0.8989 | 282.42 | |
| 0.1210 | 30.69 | |
| 0.0159 | 5.09 | |
| 0.0241 | 4.63 | |
| 0.9678 | 142.89 |
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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