Invesco S&P 100 Equal Weight ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.54% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0123 | -3.52 | |
| 0.1121 | 29.52 | |
| 0.8589 | 216.52 | |
| 0.6647 | 21.58 |
Estimation Period:
Dec 1, 2006 to Feb 6, 2026
Dec 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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