Invesco S&P 500 GARP ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.50% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9190 | 5.63 | |
| 0.1147 | 7.43 | |
| 0.8572 | 45.26 | |
| 0.0067 | 1.35 |
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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