Invesco Building & Construction ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.34% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1152 | 8.91 | |
| 0.0789 | 7.87 | |
| 0.9023 | 81.20 | |
| 0.0060 | 3.33 |
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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