Invesco S&P 500 High Dividend Low Volatility ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.90% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 18.32 | |
| 0.0420 | 10.33 | |
| 0.8437 | 188.96 | |
| 0.1600 | 14.45 |
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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