Invesco S&P 500 Equal Weight Materials ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.21% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 3.20 | |
| 0.1132 | 21.82 | |
| 0.9871 | 751.23 | |
| -0.0869 | -13.73 |
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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