Invesco Leisure & Entertainment ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.56% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0111 | 3.94 | |
| 0.0926 | 35.20 | |
| 0.8842 | 322.11 | |
| 0.6275 | 24.53 |
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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