Invesco S&P 500 Equal Weight Consumer Discretionary ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.01% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0013 | 0.49 | |
| 0.8933 | 313.43 | |
| 0.1382 | 37.23 | |
| 0.0410 | 5.03 | |
| 0.1482 | 4.59 | |
| 0.8288 | 22.35 |
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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