Invesco Food & Beverage ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.35% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0033 | -0.79 | |
| 0.1517 | 25.80 | |
| 0.9666 | 532.54 | |
| -0.1065 | -15.59 |
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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