Invesco S&P 500 Equal Weight Consumer Discretionary ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.95% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 17.02 | |
| 0.0902 | 32.82 | |
| 0.8982 | 318.61 |
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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