Invesco S&P 500 Low Volatility ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.23% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0187 | -7.46 | |
| 0.2073 | 24.34 | |
| 0.9538 | 386.46 | |
| -0.1323 | -20.32 |
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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