Invesco S&P 500 QVM Multi-factor ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:16.33% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0298 | -5.17 | |
| 0.0951 | 22.29 | |
| 0.8567 | 133.85 | |
| 0.9617 | 25.50 |
Estimation Period:
Jun 30, 2021 to Feb 13, 2026
Jun 30, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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