Invesco S&P 500 GARP ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.28% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 15.96 | |
| 0.1148 | 29.77 | |
| 0.8625 | 190.24 |
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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