Invesco S&P 500 Equal Weight Consumer Staples ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.50% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 18.42 | |
| 0.0892 | 30.08 | |
| 0.8802 | 228.33 |
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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