Invesco S&P 500 Equal Weight Financials ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.38% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0087 | -2.46 | |
| 0.0967 | 31.19 | |
| 0.8846 | 251.31 | |
| 0.7629 | 27.65 |
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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