Invesco S&P SmallCap 600 Pure Value ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.52% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0022 | -0.70 | |
| 0.0705 | 33.43 | |
| 0.9174 | 418.69 | |
| 0.7637 | 28.07 |
Estimation Period:
Mar 7, 2006 to Feb 6, 2026
Mar 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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