Invesco S&P 500 Enhanced Value ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.22% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 3.18 | |
| 0.1041 | 19.22 | |
| 0.8611 | 118.21 | |
| 0.5349 | 11.55 |
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Oct 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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