Invesco S&P Spin-Off ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.33% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8815 | 253.75 | |
| 0.1421 | 37.27 | |
| 0.1653 | 8.90 | |
| 0.9222 | 63.72 | |
| 0.0000 | 0.00 |
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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