Invesco S&P Comp ESG IND ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.49% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2678 | 3.22 | |
| 0.0461 | 1.14 | |
| 0.7577 | 4.25 | |
| 4.0978 | 4.77 | |
| -6.0268 | -4.65 | |
| 2.6787 | 2.96 | |
| -0.9403 | -1.26 | |
| 0.6521 | 0.55 |
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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