Invesco S&P 500 Minimum Variance ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.18% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4177 | 2.39 | |
| 0.1359 | 4.76 | |
| 0.8240 | 23.86 | |
| 0.0152 | 0.71 |
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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