Invesco S&P Spin-Off ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.01% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 14.99 | |
| 0.0218 | 7.01 | |
| 0.9068 | 373.47 | |
| 0.1133 | 16.63 |
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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