Invesco S&P 500 Equal Weight Materials ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.72% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.9018 | 292.80 | |
| 0.1149 | 31.35 | |
| 0.2020 | 0.53 | |
| 0.8927 | 0.51 | |
| 0.0000 | 0.00 |
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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