Invesco S&P 500 Downside Hedge ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.92% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2287 | 33.60 | |
| 0.2519 | 8.89 | |
| 0.1483 | 10.38 | |
| 0.2460 | 4.19 |
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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