Invesco S&P Comp ESG IND ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.20% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2320 | 3.23 | |
| 0.0431 | 1.10 | |
| 0.7535 | 3.81 | |
| 4.0386 | 4.73 | |
| -5.9131 | -4.62 | |
| 2.5254 | 2.85 | |
| -0.6269 | -0.94 | |
| -0.0910 | -0.20 |
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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