Invesco S&P 500 High Dividend Low Volatility ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.52% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0047 | -2.12 | |
| 0.1969 | 29.10 | |
| 0.9689 | 620.32 | |
| -0.1095 | -19.36 |
Estimation Period:
Oct 30, 2012 to Feb 13, 2026
Oct 30, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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