Invesco S&P 500 QVM Multi-factor ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.99% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5793 | 4.66 | |
| 0.0987 | 2.58 | |
| 0.8306 | 13.68 | |
| -1.3463 | -4.16 | |
| 1.9108 | 4.20 | |
| -0.6933 | -3.25 |
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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