Invesco S&P 500 Equal Weight Real Estate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.40% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5762 | 4.08 | |
| 0.0836 | 4.30 | |
| 0.8641 | 32.46 | |
| 0.2124 | 3.51 | |
| -0.2552 | -3.00 | |
| -0.0183 | -0.26 |
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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