Invesco S&P 500 Equal Weight Consumer Discretionary ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.22% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0062 | -2.01 | |
| 0.0815 | 33.36 | |
| 0.9004 | 325.41 | |
| 0.7299 | 24.81 |
Estimation Period:
Nov 7, 2006 to Feb 6, 2026
Nov 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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