Invesco S&P 500 Minimum Variance ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.51% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 6.68 | |
| 0.0092 | 0.89 | |
| 0.8534 | 57.91 | |
| 0.1726 | 9.11 |
Estimation Period:
Jul 5, 2017 to Feb 13, 2026
Jul 5, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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