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	param	t-stat
$m$	71
$α$	0.0296	11.81
$β$	0.8956	283.95
$γ$	0.0980	25.58
$λ_{1}$	0.0135	7.11
$λ_{2}$	0.0325	6.40
$λ_{3}$	0.9631	164.35

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Invesco S&P SmallCap 600 Pure Value ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:25.84% (+4.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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