Invesco S&P 500 High Beta ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.95% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 17.13 | |
| 0.1194 | 29.33 | |
| 0.8641 | 214.69 |
Estimation Period:
May 5, 2011 to Feb 13, 2026
May 5, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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