Invesco S&P Spin-Off ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.48% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0085 | -3.14 | |
| 0.0902 | 39.87 | |
| 0.8911 | 361.79 | |
| 0.7646 | 32.59 |
Estimation Period:
Dec 15, 2006 to Feb 6, 2026
Dec 15, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco S&P Spin-Off ETF Analyses
Other AGARCH Analyses on ETFs