Invesco S&P 500 ESG Indx ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.60% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 0.08 | |
| -0.0167 | -6.89 | |
| 0.9841 | 286.74 | |
| -0.1187 | -19.38 |
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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