Invesco S&P 500 ESG Indx ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.06% (-3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2283 | -7.76 | |
| 0.0786 | 22.62 | |
| 0.7823 | 200.95 | |
| 2.3199 | 18.02 |
Estimation Period:
Mar 5, 2020 to Feb 6, 2026
Mar 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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