Invesco BuyBack Achievers ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.29% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 21.85 | |
| 0.0103 | 4.13 | |
| 0.8665 | 312.15 | |
| 0.1941 | 27.04 |
Estimation Period:
Dec 20, 2006 to Feb 13, 2026
Dec 20, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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