Invesco Exchange-Traded Fund Trust - Invesco S&P 500 Pure Value ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.24% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 17.14 | |
| 0.1146 | 35.20 | |
| 0.8739 | 267.66 |
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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