Invesco S&P Spin-Off ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.14% (+3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1310 | 7.69 | |
| 0.0970 | 7.48 | |
| 0.8815 | 65.63 | |
| 0.0076 | 3.40 |
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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