Invesco S&P 500 Momentum ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.24% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 10.95 | |
| 0.1282 | 22.40 | |
| 0.8191 | 117.46 |
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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