Invesco S&P SmallCap 600 Pure Value ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.71% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 17.16 | |
| 0.0709 | 27.29 | |
| 0.9257 | 436.64 | |
| 0.4342 | 20.48 | |
| 1.4486 | 30.11 |
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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