Invesco ESG S&P 500 Equal Weight ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.33% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9477 | 5.43 | |
| 0.0834 | 2.00 | |
| 0.8052 | 10.61 | |
| -1.1077 | -3.03 | |
| 1.9683 | 3.35 | |
| -1.5934 | -2.40 |
Estimation Period:
Nov 17, 2021 to Feb 13, 2026
Nov 17, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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