Invesco S&P 500 Revenue ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.61% (+3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 2.53 | |
| 0.1888 | 31.82 | |
| 0.9685 | 605.69 | |
| -0.1467 | -34.87 |
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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