Invesco S&P 500 Revenue ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.90% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6248 | 7.49 | |
| 0.1443 | 8.80 | |
| 0.8189 | 44.71 | |
| 0.0205 | 3.85 | |
| -0.0229 | -3.38 |
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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