Invesco S&P 500 Enhanced Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.21% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8328 | 4.41 | |
| 0.1116 | 4.62 | |
| 0.8534 | 29.42 | |
| -0.0016 | -0.44 |
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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