Invesco Russell 1000 Equal Weight ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.80% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 16.05 | |
| 0.0365 | 7.81 | |
| 0.8583 | 216.58 | |
| 0.1684 | 14.64 |
Estimation Period:
Dec 29, 2014 to Feb 6, 2026
Dec 29, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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