Invesco S&P 500 Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.88% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 2.93 | |
| 0.1254 | 8.50 | |
| 0.9465 | 177.28 | |
| -0.1361 | -16.98 |
Estimation Period:
Oct 12, 2015 to Feb 13, 2026
Oct 12, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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