Invesco Building & Construction ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.80% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 7.70 | |
| 0.1349 | 32.56 | |
| 0.9819 | 985.80 | |
| -0.0846 | -24.95 |
Estimation Period:
Oct 26, 2005 to Feb 6, 2026
Oct 26, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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