Invesco Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.97% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5745 | 3.46 | |
| 0.0916 | 8.26 | |
| 0.8748 | 57.47 | |
| -0.0250 | -1.46 | |
| 0.0160 | 0.66 | |
| 0.0313 | 2.08 | |
| -0.0371 | -2.11 |
Estimation Period:
Aug 25, 1995 to Feb 6, 2026
Aug 25, 1995 to Feb 6, 2026
News Impact Curve
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