Invesco S&P 500 LOW VLT IDX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.53% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0673 | 6.04 | |
| 0.1341 | 5.00 | |
| 0.8236 | 29.14 | |
| 0.0231 | 2.29 | |
| -0.0311 | -2.43 |
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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