Invesco S&P 500 Enhanced Value ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.52% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 12.33 | |
| 0.1165 | 18.40 | |
| 0.8517 | 117.28 |
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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