Invesco S&P 500 Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.58% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7965 | 5.84 | |
| 0.1232 | 5.50 | |
| 0.8122 | 26.61 | |
| -0.0026 | -0.75 |
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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