Invesco S&P 500 Enhanced Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.92% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8081 | 3.42 | |
| 0.1104 | 4.59 | |
| 0.8538 | 27.95 | |
| -0.0043 | -0.31 |
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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