Invesco S&P 500 EQ WT IN ADV EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.41% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0313 | -1.53 | |
| 0.1085 | 6.31 | |
| 0.9419 | 49.94 | |
| -0.1609 | -6.73 |
Estimation Period:
Aug 15, 2024 to Feb 6, 2026
Aug 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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