Invesco S&P 500 Equal Weight Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.80% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6213 | 4.14 | |
| 0.0822 | 4.45 | |
| 0.8697 | 34.16 | |
| 0.2311 | 3.93 | |
| -0.3026 | -3.84 | |
| 0.0836 | 2.43 |
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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