Invesco S&P 500 GARP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.72% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 17.09 | |
| 0.0000 | 0.00 | |
| 0.8801 | 278.60 | |
| 0.1997 | 25.77 |
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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