Invesco Large Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.94% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8823 | 7.98 | |
| 0.1366 | 8.96 | |
| 0.8331 | 50.33 | |
| 0.0001 | 0.12 |
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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