Invesco S&P 500 GARP ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.83% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0225 | -4.85 | |
| 0.0989 | 30.51 | |
| 0.8698 | 239.10 | |
| 0.8428 | 22.31 |
Estimation Period:
Jun 16, 2011 to Feb 13, 2026
Jun 16, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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