Invesco S&P 500 Equal Weight Consumer Staples ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.32% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8609 | 136.09 | |
| 0.1466 | 28.31 | |
| 0.0207 | 2.81 | |
| 0.0788 | 3.25 | |
| 0.8941 | 27.27 |
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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