Invesco S&P 500 Equal Weight Financials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.31% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 16.13 | |
| 0.0201 | 8.21 | |
| 0.9037 | 299.15 | |
| 0.1250 | 20.22 |
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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