Invesco Building & Construction ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.87% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8248 | 6.46 | |
| 0.0782 | 7.42 | |
| 0.8966 | 72.06 | |
| -0.0339 | -2.91 | |
| 0.0619 | 3.68 | |
| -0.0399 | -4.58 |
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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