Invesco S&P 500 Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.85% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 11.41 | |
| 0.0000 | 0.00 | |
| 0.8736 | 207.99 | |
| 0.1791 | 12.87 |
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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