Invesco Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.95% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0944 | 16.39 | |
| 0.0353 | 16.11 | |
| 0.9184 | 501.05 | |
| 0.0659 | 12.67 |
Estimation Period:
Aug 25, 1995 to Feb 13, 2026
Aug 25, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities