Invesco S&P 500 LOW VLT IDX EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.34% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0126 | -3.97 | |
| 0.1687 | 22.08 | |
| 0.9614 | 401.43 | |
| -0.1222 | -15.57 |
Estimation Period:
Jan 24, 2012 to Feb 6, 2026
Jan 24, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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