Invesco S&P 500 Equal Weight Energy ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.63% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 15.59 | |
| 0.0722 | 24.13 | |
| 0.9226 | 333.20 |
Estimation Period:
Nov 7, 2006 to Feb 13, 2026
Nov 7, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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