Invesco S&P 500 High D G ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.56% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1572 | 6.10 | |
| 0.0000 | 0.00 | |
| 0.6551 | 14.26 | |
| 0.2024 | 2.86 |
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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