Invesco S&P SmallCap 600 Pure Value ETF Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.75% (-3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0964 | 23.62 | |
| 0.1248 | 22.38 | |
| 0.7984 | 206.13 | |
| 0.0857 | 7.37 |
Estimation Period:
Mar 9, 2006 to Feb 13, 2026
Mar 9, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Invesco S&P SmallCap 600 Pure Value ETF Analyses
Other Asy. MEM Analyses on ETFs