Invesco Leisure & Entertainment ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.85% (+3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 20.94 | |
| 0.0942 | 32.70 | |
| 0.8910 | 310.25 |
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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