Invesco S&P Spin-Off ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.55% (+3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9339 | 5.84 | |
| 0.0984 | 7.32 | |
| 0.8756 | 61.81 | |
| -0.0228 | -1.77 | |
| 0.0499 | 2.73 | |
| -0.0406 | -4.21 |
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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