Invesco S&P 500 Quality ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.81% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 16.67 | |
| 0.1347 | 39.23 | |
| 0.8475 | 237.45 |
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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