Invesco S&P 500 Equal Weight Industrials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.08% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 14.56 | |
| 0.0000 | 0.00 | |
| 0.9215 | 434.65 | |
| 0.1255 | 24.05 |
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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