Invesco S&P 500 Low Volatility ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.07% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0152 | 7.67 | |
| 0.1572 | 6.46 | |
| 0.7909 | 29.47 | |
| 0.0186 | 2.36 | |
| -0.0251 | -2.48 |
Estimation Period:
May 5, 2011 to Feb 13, 2026
May 5, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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