Invesco S&P 500 Equal Weight Materials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.27% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 9.49 | |
| 0.0126 | 4.66 | |
| 0.9265 | 343.53 | |
| 0.0941 | 17.29 |
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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