Invesco Leisure & Entertainment ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.48% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 14.83 | |
| 0.0246 | 8.95 | |
| 0.9048 | 407.21 | |
| 0.1079 | 16.69 |
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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