Invesco S&P 500 Equal Weight Consumer Staples ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.97% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0055 | -1.66 | |
| 0.1357 | 26.47 | |
| 0.9587 | 404.01 | |
| -0.1127 | -22.45 |
Estimation Period:
Nov 7, 2006 to Feb 6, 2026
Nov 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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