Invesco Building & Construction ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.04% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 13.88 | |
| 0.0125 | 6.19 | |
| 0.9215 | 440.09 | |
| 0.1003 | 18.53 |
Estimation Period:
Oct 26, 2005 to Feb 13, 2026
Oct 26, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Building & Construction ETF Analyses
Other GJR-GARCH Analyses on ETFs