Invesco S&P 500 Quality ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.39% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0012 | -0.24 | |
| 0.1303 | 20.88 | |
| 0.8450 | 140.85 | |
| 0.5712 | 12.57 |
Estimation Period:
Dec 6, 2005 to Feb 6, 2026
Dec 6, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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