Invesco S&P 500 Minimum Variance ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.02% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0260 | -4.59 | |
| 0.1497 | 22.75 | |
| 0.7837 | 153.61 | |
| 0.8182 | 19.27 |
Estimation Period:
Jul 5, 2017 to Feb 6, 2026
Jul 5, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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