Invesco Pharmaceuticals ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.89% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6998 | 8.08 | |
| 0.0987 | 6.80 | |
| 0.8445 | 40.27 | |
| -0.0088 | -2.20 | |
| 0.0105 | 2.11 |
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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