Invesco S&P 500 Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.01% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8617 | 4.66 | |
| 0.1260 | 5.59 | |
| 0.8128 | 27.70 | |
| 0.0062 | 0.50 |
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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