Invesco S&P 500 Value with Momentum ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.84% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 23.74 | |
| 0.0680 | 9.47 | |
| 0.9029 | 271.15 | |
| 0.9313 | 7.77 | |
| 1.4571 | 31.36 |
Estimation Period:
Jun 16, 2011 to Feb 13, 2026
Jun 16, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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