Invesco S&P Ultra Dividend Revenue ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.41% (+2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 13.38 | |
| 0.0381 | 10.93 | |
| 0.8879 | 238.41 | |
| 0.1160 | 11.55 |
Estimation Period:
Oct 1, 2013 to Feb 6, 2026
Oct 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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