Invesco S&P 100 Equal Weight ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.36% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 18.34 | |
| 0.0075 | 1.66 | |
| 0.8745 | 258.04 | |
| 0.2021 | 26.61 |
Estimation Period:
Dec 1, 2006 to Feb 13, 2026
Dec 1, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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