Invesco Zacks Mid-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.42% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 15.91 | |
| 0.0073 | 2.85 | |
| 0.8951 | 326.22 | |
| 0.1608 | 21.34 |
Estimation Period:
Apr 3, 2007 to Feb 6, 2026
Apr 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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