Invesco Exchange-Traded Fund Trust - Invesco S&P 500 Pure Value ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.19% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 0.12 | |
| 0.1018 | 36.36 | |
| 0.8808 | 278.91 | |
| 0.6040 | 28.38 |
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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