Invesco S&P Comp ESG IND ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.67% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7296 | 21.63 | |
| 0.1543 | 10.09 | |
| 0.0217 | 0.17 | |
| 0.0159 | 0.16 | |
| 0.9526 | 3.45 |
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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