Invesco Exchange-Traded Fund Trust - Invesco S&P 500 Pure Value ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.44% (+2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 7.51 | |
| 0.1776 | 37.64 | |
| 0.9800 | 818.07 | |
| -0.0967 | -25.25 |
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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