Invesco S&P 500 Downside Hedge ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.22% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8142 | 9.29 | |
| 0.3529 | 5.25 | |
| 0.0837 | 1.08 | |
| 0.0125 | 1.16 | |
| -0.0386 | -2.11 |
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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