Invesco Building & Construction ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.71% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 3.02 | |
| 0.0816 | 43.87 | |
| 0.8946 | 423.38 | |
| 0.8178 | 27.63 |
Estimation Period:
Oct 26, 2005 to Feb 13, 2026
Oct 26, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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