Invesco S&P 500 Pure Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.10% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6392 | 6.27 | |
| 0.1220 | 9.09 | |
| 0.8505 | 56.03 | |
| -0.0468 | -3.87 | |
| 0.0745 | 4.01 | |
| -0.0390 | -3.67 |
Estimation Period:
Mar 7, 2006 to Feb 13, 2026
Mar 7, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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