Invesco S&P 100 Equal Weight ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.50% (+3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0206 | 5.27 | |
| 0.1362 | 8.65 | |
| 0.8374 | 52.99 | |
| -0.0265 | -1.95 | |
| 0.0500 | 2.50 | |
| -0.0321 | -2.97 |
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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