Invesco S&P 500 High Beta ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.09% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 16.80 | |
| 0.0385 | 10.87 | |
| 0.8776 | 268.78 | |
| 0.1370 | 16.75 |
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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