Invesco S&P 500 ESG Indx ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.79% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8647 | 119.73 | |
| 0.1648 | 33.42 | |
| 0.1089 | 0.27 | |
| 0.2345 | 0.25 | |
| 0.6349 | 0.44 |
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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