Invesco S&P 500 Low Volatility ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.24% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 6.92 | |
| 0.1235 | 24.18 | |
| 0.8307 | 149.06 | |
| 0.4148 | 22.67 |
Estimation Period:
May 5, 2011 to Feb 6, 2026
May 5, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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