Invesco S&P 500 Value with Momentum ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.67% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 18.06 | |
| 0.1209 | 22.46 | |
| 0.8511 | 150.06 |
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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