Invesco S&P 500 Quality ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.34% (+2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3230 | 6.99 | |
| 0.1382 | 8.78 | |
| 0.8261 | 46.80 | |
| -0.0090 | -0.81 | |
| 0.0284 | 1.66 | |
| -0.0270 | -2.75 |
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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