Invesco S&P Comp ESG IND ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.82% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0826 | -7.07 | |
| 0.0416 | 13.84 | |
| 0.8480 | 112.79 | |
| 1.9566 | 18.20 |
Estimation Period:
Oct 8, 2020 to Feb 6, 2026
Oct 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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