Invesco SP 500 EQ WT IDX ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.57% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 13.60 | |
| 0.0179 | 4.12 | |
| 0.8501 | 177.26 | |
| 0.1985 | 15.07 |
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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