Invesco Leisure & Entertainment ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.60% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 6.47 | |
| 0.1602 | 33.86 | |
| 0.9798 | 840.32 | |
| -0.0839 | -19.19 |
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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