Invesco S&P 500 Equal Weight Consumer Discretionary ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.75% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0395 | 6.02 | |
| 0.0899 | 8.35 | |
| 0.8959 | 80.77 | |
| 0.0048 | 1.90 |
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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