Invesco S&P 500 Pure Growth ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.14% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 0.38 | |
| 0.1178 | 28.86 | |
| 0.8586 | 192.52 | |
| 0.6397 | 15.15 |
Estimation Period:
Mar 7, 2006 to Feb 6, 2026
Mar 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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