Invesco S&P 500 High Beta ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.40% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 6.60 | |
| 0.1789 | 29.75 | |
| 0.9762 | 640.95 | |
| -0.1041 | -20.15 |
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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