Invesco S&P 500 Equal Weight Real Estate ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.21% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 8.02 | |
| 0.0876 | 24.78 | |
| 0.8632 | 229.51 | |
| 0.6534 | 14.50 |
Estimation Period:
Aug 14, 2015 to Feb 13, 2026
Aug 14, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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