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	param	t-stat
$ω$	0.0315	12.75
$α$	0.0303	12.39
$β$	0.9186	431.86
$γ$	0.0836	14.06

V-Lab

Invesco S&P SmallCap 600 Pure Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:24.05% (-0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco S&P SmallCap 600 Pure Value ETF Analyses