Invesco S&P 500 QVM Multi-factor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.77% (+4.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8308 | 62.85 | |
| 0.1951 | 18.46 | |
| 0.0191 | 1.51 | |
| 0.0452 | 1.51 | |
| 0.9337 | 21.27 |
Estimation Period:
Jun 30, 2021 to Feb 6, 2026
Jun 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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