Invesco Large Cap Value ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.82% (+8.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0120 | -5.64 | |
| 0.1050 | 38.22 | |
| 0.8592 | 287.83 | |
| 0.7132 | 35.43 |
Estimation Period:
Mar 3, 2005 to Feb 6, 2026
Mar 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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