Invesco S&P 500 Equal Weight Real Estate ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.39% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 1.27 | |
| 0.0670 | 9.75 | |
| 0.9807 | 309.56 | |
| -0.0917 | -14.17 |
Estimation Period:
Aug 14, 2015 to Feb 6, 2026
Aug 14, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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