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V-Lab

Invesco S&P 500 Equal Weight Financials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.71% (+1.72%)
Analysis last updated: Thursday, February 12, 2026 at 10:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Invesco S&P 500 Equal Weight Financials ETF SGARCH
paramt-stat
ω0.40585.28
α0.12627.32
β0.818037.32
γ1-0.6631-6.41
γ20.81325.26
γ3-0.0955-0.99
γ4-0.0723-0.75
γ50.06900.70
γ6-0.1698-1.71
γ70.24871.96
Estimation Period:
Nov 7, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts