Invesco S&P 500 Enhanced Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.05% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 6.76 | |
| 0.0175 | 6.33 | |
| 0.8897 | 178.15 | |
| 0.1331 | 8.58 |
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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