Invesco Exchange-Traded Fund Trust - Invesco S&P 500 Pure Value ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.71% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 22.01 | |
| 0.0937 | 34.26 | |
| 0.9035 | 370.58 | |
| 0.5500 | 23.90 | |
| 1.2710 | 29.45 |
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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