Invesco S&P 500 Equal Weight Consumer Discretionary ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.62% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9691 | 5.50 | |
| 0.0898 | 8.54 | |
| 0.8983 | 84.22 | |
| 0.0003 | 0.32 |
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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