Invesco S&P 500 GARP ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.20% (+3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0569 | 5.54 | |
| 0.1145 | 7.23 | |
| 0.8527 | 43.21 | |
| 0.0249 | 2.36 | |
| -0.0337 | -2.55 |
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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