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	param	t-stat
$ω$	0.7742	5.53
$α$	0.0829	7.08
$β$	0.8985	70.76
$γ_{1}$	-0.0348	-2.35
$γ_{2}$	0.0625	2.92
$γ_{3}$	-0.0401	-3.75

V-Lab

Invesco S&P SmallCap 600 Pure Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:27.06% (-0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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