Invesco S&P Spin-Off ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.87% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 18.15 | |
| 0.0966 | 31.87 | |
| 0.8896 | 299.24 |
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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