Invesco ESG S&P 500 Equal Weight ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.82% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 5.19 | |
| 0.0000 | 0.00 | |
| 0.9159 | 186.42 | |
| 0.1247 | 8.30 |
Estimation Period:
Nov 17, 2021 to Feb 6, 2026
Nov 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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