Invesco S&P 500 Downside Hedge ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.26% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2014 | 30.93 | |
| 0.3472 | 22.78 | |
| 0.1923 | 13.66 | |
| 0.2213 | 11.31 |
Estimation Period:
Dec 6, 2012 to Feb 13, 2026
Dec 6, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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