Invesco S&P 500 Equal Weight Financials ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.56% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 6.24 | |
| 0.1353 | 22.57 | |
| 0.9843 | 860.38 | |
| -0.1040 | -27.55 |
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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