Invesco Food & Beverage ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.29% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 17.80 | |
| 0.0934 | 29.27 | |
| 0.8753 | 213.01 |
Estimation Period:
Jun 23, 2005 to Feb 13, 2026
Jun 23, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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