Invesco S&P 500 Value with Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.41% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2961 | 5.85 | |
| 0.1379 | 6.23 | |
| 0.7844 | 27.06 | |
| 0.2888 | 3.78 | |
| -0.3538 | -2.86 | |
| 0.1732 | 1.86 | |
| -0.2253 | -3.05 | |
| 0.1592 | 3.16 |
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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