Invesco S&P 500 Minimum Variance ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.81% (+2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0054 | -0.12 | |
| 0.0916 | 4.25 | |
| 0.9282 | 55.30 | |
| -0.1924 | -13.27 |
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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