Invesco S&P 500 Downside Hedge ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.40% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.2386 | 12.07 | |
| 0.0808 | 4.38 | |
| 0.2328 | 6.91 | |
| 0.2142 | 0.37 | |
| 0.5558 | 0.37 | |
| 0.0000 | 0.00 |
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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