Invesco Food & Beverage ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.30% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 14.67 | |
| 0.0118 | 2.72 | |
| 0.8784 | 206.09 | |
| 0.1425 | 17.17 |
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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