Invesco S&P SmallCap 600 Pure Value ETF MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.01% (-3.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1056 | 10.54 | |
| 0.1835 | 31.81 | |
| 0.7812 | 177.68 |
Estimation Period:
Mar 9, 2006 to Feb 13, 2026
Mar 9, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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