Invesco S&P 500 Equal Weight Industrials ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.24% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0170 | -4.84 | |
| 0.0684 | 33.61 | |
| 0.9086 | 352.59 | |
| 0.9128 | 28.57 |
Estimation Period:
Nov 7, 2006 to Feb 13, 2026
Nov 7, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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