Invesco Exchange-Traded Fund Trust - Invesco S&P 500 Pure Value ETF MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.84% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 9.69 | |
| 0.2395 | 43.71 | |
| 0.7491 | 166.50 |
Estimation Period:
Mar 8, 2006 to Feb 13, 2026
Mar 8, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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