Invesco S&P 500 Revenue ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.28% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 20.25 | |
| 0.0114 | 3.82 | |
| 0.8622 | 293.37 | |
| 0.2084 | 26.73 |
Estimation Period:
Mar 7, 2008 to Feb 13, 2026
Mar 7, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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