Invesco S&P 500 High Dividend Low Volatility ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.30% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 8.11 | |
| 0.1284 | 27.26 | |
| 0.8295 | 164.29 | |
| 0.3845 | 17.90 |
Estimation Period:
Oct 30, 2012 to Feb 6, 2026
Oct 30, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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