Invesco S&P 500 High Beta ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.59% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0183 | 5.70 | |
| 0.8554 | 211.25 | |
| 0.1524 | 33.93 | |
| 0.2305 | 0.54 | |
| 0.9168 | 0.54 | |
| 0.0000 | 0.00 |
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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