Invesco S&P SmallCap 600 Pure Value ETF Asy. Power MEM Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:30.15% (-3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 21.34 | |
| 0.1642 | 45.36 | |
| 0.8130 | 202.60 | |
| 0.1602 | 16.36 | |
| 1.4583 | 31.23 |
Estimation Period:
Mar 9, 2006 to Feb 20, 2026
Mar 9, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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