Invesco S&P 500 Equal Weight Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.05% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 7.79 | |
| 0.0068 | 2.43 | |
| 0.9371 | 299.58 | |
| 0.0778 | 10.31 |
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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