Invesco Food & Beverage ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.04% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 2.77 | |
| 0.0873 | 29.45 | |
| 0.8739 | 206.36 | |
| 0.5793 | 27.40 |
Estimation Period:
Jun 23, 2005 to Feb 6, 2026
Jun 23, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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