Invesco S&P 500 Equal Weight ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.36% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0176 | -6.40 | |
| 0.0970 | 38.74 | |
| 0.8745 | 322.11 | |
| 0.7621 | 30.68 |
Estimation Period:
May 1, 2003 to Feb 13, 2026
May 1, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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