Invesco S&P 500 Revenue ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.71% (+3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8309 | 214.54 | |
| 0.2251 | 44.75 | |
| 0.1669 | 5.79 | |
| 0.6980 | 10.38 | |
| 0.1265 | 1.35 |
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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