Invesco S&P 500 Quality ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.80% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 16.04 | |
| 0.0153 | 2.25 | |
| 0.8635 | 190.71 | |
| 0.2021 | 20.13 |
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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