Invesco S&P 500 High Beta ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.66% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 0.70 | |
| 0.1152 | 31.64 | |
| 0.8641 | 237.39 | |
| 0.7614 | 20.51 |
Estimation Period:
May 5, 2011 to Feb 6, 2026
May 5, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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