Invesco S&P 500 Value with Momentum ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.23% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0064 | -2.02 | |
| 0.0985 | 31.87 | |
| 0.8698 | 266.97 | |
| 0.6844 | 22.77 |
Estimation Period:
Jun 16, 2011 to Feb 6, 2026
Jun 16, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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