Invesco S&P 500 Pure Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.74% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 16.45 | |
| 0.0175 | 3.54 | |
| 0.8802 | 251.99 | |
| 0.1656 | 20.89 |
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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