Invesco S&P 500 Minimum Variance ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.76% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0459 | 8.61 | |
| 0.0986 | 10.76 | |
| 0.8410 | 66.06 |
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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