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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3358	7.01***
α ARCH Response to squared shocks	0.1356	8.88***
β GARCH Volatility persistence	0.8294	48.40***

γ₁	-0.0065	-0.63
γ₂	0.0247	1.53
γ₃	-0.0257	-2.77***

V-Lab

Invesco S&P 500 Quality ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco S&P 500 Quality ETF Analyses