Invesco S&P 500 Revenue ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.76% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 18.58 | |
| 0.1405 | 35.67 | |
| 0.8362 | 204.05 |
Estimation Period:
Mar 7, 2008 to Feb 13, 2026
Mar 7, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Invesco S&P 500 Revenue ETF Analyses
Other GARCH Analyses on ETFs