Invesco S&P 500 Equal Weight Materials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.49% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2351 | 7.31 | |
| 0.0826 | 7.93 | |
| 0.9001 | 76.93 | |
| 0.0057 | 2.59 |
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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