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	param	t-stat
$ω$	0.9754	6.61
$α$	0.0828	7.24
$β$	0.9032	77.73
$γ_{1}$	0.0046	2.04

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

Volatility Prediction for Friday, February 13th, 2026:27.79% (+2.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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