Invesco S&P 500 Enhanced Value ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.73% (+2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 5.15 | |
| 0.1650 | 12.19 | |
| 0.9293 | 99.69 | |
| -0.1113 | -12.45 |
Estimation Period:
Oct 9, 2015 to Feb 6, 2026
Oct 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco S&P 500 Enhanced Value ETF Analyses
Other EGARCH Analyses on ETFs