Invesco S&P 500 Equal Weight Consumer Staples ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.91% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 18.65 | |
| 0.0090 | 3.95 | |
| 0.8974 | 305.45 | |
| 0.1282 | 21.19 |
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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