Invesco S&P SmallCap 600 Pure Value ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.65% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 6.07 | |
| 0.1388 | 31.55 | |
| 0.9874 | 977.62 | |
| -0.0705 | -19.54 |
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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