Invesco S&P 500 ESG Indx ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.17% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 0.12 | |
| 0.0210 | 5.48 | |
| 0.9763 | 285.04 | |
| -0.1253 | -22.30 |
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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