Invesco S&P Comp ESG IND ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.50% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 5.55 | |
| 0.0000 | 0.00 | |
| 0.9039 | 75.33 | |
| 0.0868 | 4.80 |
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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