Invesco Exchange-Traded Fund Trust - Invesco S&P 500 Pure Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.68% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0142 | 5.41 | |
| 0.8632 | 257.21 | |
| 0.1515 | 38.10 | |
| 0.1391 | 0.75 | |
| 0.9254 | 0.73 | |
| 0.0000 | 0.00 |
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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