Invesco S&P 500 Low Volatility ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.39% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 19.36 | |
| 0.0344 | 5.46 | |
| 0.8273 | 144.47 | |
| 0.1903 | 14.82 |
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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