Invesco S&P 500 Equal Weight ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.20% (+2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 2.72 | |
| 0.1587 | 34.83 | |
| 0.9756 | 804.31 | |
| -0.1309 | -34.06 |
Estimation Period:
May 1, 2003 to Feb 6, 2026
May 1, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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