Invesco S&P 500 Minimum Variance ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.76% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.01 | |
| 0.7637 | 43.30 | |
| 0.2857 | 18.32 | |
| 0.0105 | 1.08 | |
| 0.0345 | 1.23 | |
| 0.9534 | 23.57 |
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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