Invesco S&P 500 Equal Weight Energy ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.72% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 5.22 | |
| 0.1260 | 27.72 | |
| 0.9901 | 1,053.35 | |
| -0.0642 | -14.20 |
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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