Invesco S&P 500 Equal Weight Materials ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.16% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0097 | -2.30 | |
| 0.0707 | 34.55 | |
| 0.9131 | 362.34 | |
| 0.8002 | 21.73 |
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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