Invesco Building & Construction ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.72% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.9097 | 291.11 | |
| 0.1207 | 31.24 | |
| 0.0042 | 5.40 | |
| 0.0202 | 7.31 | |
| 0.9782 | 319.79 |
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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