Invesco S&P 500 High Beta ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.88% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3670 | 6.77 | |
| 0.1210 | 7.17 | |
| 0.8455 | 45.48 | |
| 0.0465 | 3.88 | |
| -0.0738 | -3.08 |
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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