Invesco S&P 500 Equal Weight Utilities ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.23% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 8.91 | |
| 0.0692 | 25.87 | |
| 0.9066 | 310.06 | |
| 0.4306 | 13.86 |
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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