Invesco Pharmaceuticals ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.27% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0654 | 10.71 | |
| 0.0000 | 0.00 | |
| 0.8763 | 260.11 | |
| 0.1437 | 12.69 |
Estimation Period:
Jun 23, 2005 to Feb 13, 2026
Jun 23, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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