Invesco S&P 500 Equal Weight Industrials ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.89% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 3.88 | |
| 0.1140 | 24.64 | |
| 0.9810 | 659.24 | |
| -0.1110 | -30.72 |
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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