Invesco S&P 500 Revenue ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.17% (+7.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0045 | -1.95 | |
| 0.1265 | 42.04 | |
| 0.8396 | 284.33 | |
| 0.6294 | 33.82 |
Estimation Period:
Mar 7, 2008 to Feb 6, 2026
Mar 7, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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