Invesco S&P 500 Equal Weight Consumer Discretionary ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.37% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 13.25 | |
| 0.0172 | 7.24 | |
| 0.9135 | 407.81 | |
| 0.1129 | 18.08 |
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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