Invesco S&P 500 Downside Hedge ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.44% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3081 | -17.16 | |
| 0.5315 | 28.98 | |
| 0.6239 | 35.07 | |
| -0.1117 | -6.96 |
Estimation Period:
Dec 6, 2012 to Feb 6, 2026
Dec 6, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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