Invesco S&P Ultra Dividend Revenue ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.23% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6269 | 7.04 | |
| 0.1352 | 6.61 | |
| 0.8158 | 33.86 | |
| -0.0049 | -2.58 |
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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