Invesco S&P Spin-Off ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.39% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 6.27 | |
| 0.1429 | 33.23 | |
| 0.9817 | 914.95 | |
| -0.0951 | -23.29 |
Estimation Period:
Dec 15, 2006 to Feb 6, 2026
Dec 15, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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