Invesco S&P 500 Downside Hedge ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.88% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7522 | 12.18 | |
| 0.3569 | 5.56 | |
| 0.0973 | 1.31 | |
| -0.0035 | -4.83 |
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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