Invesco S&P 500 Quality ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.34% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 2.27 | |
| 0.1847 | 20.27 | |
| 0.9651 | 583.84 | |
| -0.1558 | -21.44 |
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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