Invesco S&P 500 Quality ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.66% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2476 | 7.22 | |
| 0.1372 | 8.65 | |
| 0.8231 | 45.09 | |
| -0.0177 | -1.54 | |
| 0.0487 | 2.46 | |
| -0.0656 | -2.88 |
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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