Invesco Exchange-Traded Fund Trust - Invesco S&P 500 Pure Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.94% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6479 | 5.04 | |
| 0.1180 | 8.65 | |
| 0.8600 | 60.14 | |
| -0.0542 | -3.58 | |
| 0.0947 | 3.91 | |
| -0.0804 | -3.04 |
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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