Invesco S&P 500 Equal Weight Utilities ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.06% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 13.66 | |
| 0.0164 | 4.63 | |
| 0.9137 | 332.39 | |
| 0.0897 | 11.91 |
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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