Invesco S&P 500 ESG Indx ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.41% (+2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0028 | 5.69 | |
| 0.0802 | 4.01 | |
| 0.8883 | 39.29 | |
| 0.0076 | 0.66 |
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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