Invesco Building & Construction ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.70% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 18.71 | |
| 0.0783 | 31.57 | |
| 0.9086 | 352.18 |
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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