Invesco S&P SmallCap 600 Pure Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.39% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9465 | 7.62 | |
| 0.0749 | 7.14 | |
| 0.9041 | 77.14 | |
| 0.0022 | 1.12 |
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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