Invesco S&P Ultra Dividend Revenue ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.32% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 0.93 | |
| 0.0932 | 25.12 | |
| 0.8869 | 225.61 | |
| 0.5458 | 19.70 |
Estimation Period:
Oct 1, 2013 to Feb 13, 2026
Oct 1, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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