Invesco S&P 500 Value with Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.31% (+2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 2.03 | |
| 0.1413 | 19.70 | |
| 0.9734 | 449.42 | |
| -0.1374 | -24.83 |
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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