Invesco Exchange-Traded Fund Trust - Invesco S&P 500 Pure Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.91% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9257 | 5.30 | |
| 0.1144 | 9.03 | |
| 0.8738 | 68.96 | |
| -0.0001 | -0.12 |
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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