Invesco S&P 500 Value with Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.29% (+2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 15.11 | |
| 0.0050 | 1.89 | |
| 0.8858 | 277.17 | |
| 0.1744 | 19.69 |
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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