Invesco Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.73% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 14.36 | |
| 0.1286 | 28.41 | |
| 0.9855 | 1,298.48 | |
| -0.0465 | -16.08 |
Estimation Period:
Aug 25, 1995 to Feb 6, 2026
Aug 25, 1995 to Feb 6, 2026
News Impact Curve
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