Invesco S&P 500 Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.64% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.01 | |
| 0.7995 | 71.88 | |
| 0.2161 | 23.19 | |
| 0.0204 | 1.73 | |
| 0.0480 | 2.35 | |
| 0.9367 | 38.91 |
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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