Invesco S&P 500 Equal Weight Consumer Staples ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.26% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0007 | -0.46 | |
| 0.0795 | 34.22 | |
| 0.8907 | 295.82 | |
| 0.5925 | 32.11 |
Estimation Period:
Nov 7, 2006 to Feb 13, 2026
Nov 7, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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