Invesco S&P Comp ESG IND ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.21% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0297 | -0.69 | |
| 0.0103 | 0.90 | |
| 0.9238 | 30.44 | |
| -0.1857 | -21.64 |
Estimation Period:
Oct 8, 2020 to Feb 6, 2026
Oct 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco S&P Comp ESG IND ETF Analyses
Other EGARCH Analyses on ETFs