Invesco S&P 500 Equal Weight Consumer Discretionary ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.08% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 5.75 | |
| 0.1418 | 31.59 | |
| 0.9859 | 1,063.51 | |
| -0.0884 | -23.83 |
Estimation Period:
Nov 7, 2006 to Feb 13, 2026
Nov 7, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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