Invesco S&P 500 Equal Weight Financials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.06% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4095 | 5.29 | |
| 0.1264 | 7.33 | |
| 0.8187 | 37.61 | |
| -0.6592 | -6.34 | |
| 0.8086 | 5.20 | |
| -0.0970 | -1.00 | |
| -0.0637 | -0.66 | |
| 0.0478 | 0.49 | |
| -0.1203 | -1.35 | |
| 0.1236 | 1.82 |
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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