Invesco S&P 500 Equal Weight Health Care ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.41% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 20.14 | |
| 0.0077 | 2.73 | |
| 0.8879 | 318.23 | |
| 0.1470 | 21.73 |
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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