Invesco S&P 500 QVM Multi-factor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.11% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5181 | 5.06 | |
| 0.1002 | 2.35 | |
| 0.8003 | 10.90 | |
| -1.6004 | -5.13 | |
| 2.4226 | 4.99 | |
| -1.5142 | -2.60 |
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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