Invesco SP 500 EQ WT IDX ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.99% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0103 | 1.73 | |
| 0.7944 | 104.07 | |
| 0.2136 | 23.62 | |
| 0.2475 | 0.57 | |
| 0.7959 | 0.55 | |
| 0.0000 | 0.00 |
Estimation Period:
May 29, 2018 to Feb 6, 2026
May 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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