Invesco Large Cap Value ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.93% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 0.74 | |
| 0.1479 | 28.52 | |
| 0.9696 | 493.45 | |
| -0.1542 | -36.80 |
Estimation Period:
Mar 3, 2005 to Feb 13, 2026
Mar 3, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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