Invesco S&P 500 Momentum ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.99% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 4.37 | |
| 0.1125 | 16.59 | |
| 0.8423 | 113.59 | |
| 0.5259 | 7.07 |
Estimation Period:
Oct 12, 2015 to Feb 6, 2026
Oct 12, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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