Invesco S&P 500 Equal Weight Financials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.71% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4058 | 5.28 | |
| 0.1262 | 7.32 | |
| 0.8180 | 37.32 | |
| -0.6631 | -6.41 | |
| 0.8132 | 5.26 | |
| -0.0955 | -0.99 | |
| -0.0723 | -0.75 | |
| 0.0690 | 0.70 | |
| -0.1698 | -1.71 | |
| 0.2487 | 1.96 |
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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