Invesco Large Cap Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.42% (+3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8550 | 254.84 | |
| 0.2147 | 45.26 | |
| 0.0064 | 6.76 | |
| 0.0140 | 5.66 | |
| 0.9800 | 290.27 |
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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