Invesco S&P 500 GARP ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.66% (+5.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 2.18 | |
| 0.1387 | 22.90 | |
| 0.9718 | 422.71 | |
| -0.1495 | -26.87 |
Estimation Period:
Jun 16, 2011 to Feb 6, 2026
Jun 16, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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