Invesco S&P 500 GARP ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.16% (+7.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8477 | 186.40 | |
| 0.2190 | 43.96 | |
| 0.0103 | 4.50 | |
| 0.0348 | 4.74 | |
| 0.9573 | 107.19 |
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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