Invesco S&P 500 Quality ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.44% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0018 | 0.25 | |
| 0.8160 | 129.43 | |
| 0.2503 | 31.58 | |
| 0.0116 | 4.93 | |
| 0.0734 | 4.23 | |
| 0.9170 | 47.11 |
Estimation Period:
Dec 6, 2005 to Feb 13, 2026
Dec 6, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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