Invesco S&P 500 High Beta ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.38% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2868 | 6.48 | |
| 0.1227 | 7.29 | |
| 0.8465 | 47.33 | |
| 0.0346 | 3.79 | |
| -0.0454 | -3.97 |
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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