Invesco S&P 500 Equal Weight ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.46% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 17.15 | |
| 0.0066 | 2.65 | |
| 0.8873 | 393.32 | |
| 0.1739 | 28.12 |
Estimation Period:
May 1, 2003 to Feb 6, 2026
May 1, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco S&P 500 Equal Weight ETF Analyses
Other GJR-GARCH Analyses on ETFs