Invesco Large Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.38% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6633 | 7.38 | |
| 0.1389 | 8.65 | |
| 0.8202 | 44.73 | |
| -0.0365 | -3.30 | |
| 0.0622 | 3.40 | |
| -0.0552 | -3.04 |
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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