Invesco S&P 500 High D G ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.67% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0668 | -3.50 | |
| 0.1955 | 5.98 | |
| 0.8299 | 30.08 | |
| -0.1687 | -5.32 |
Estimation Period:
Dec 7, 2023 to Feb 6, 2026
Dec 7, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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