Invesco S&P 500 ESG Indx ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.89% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8147 | 56.03 | |
| 0.1394 | 18.45 | |
| 0.0074 | 0.21 | |
| 0.1202 | 1.41 | |
| 0.8772 | 12.30 |
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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