Invesco Bloomberg Pricing Power ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.92% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 18.10 | |
| 0.0101 | 1.99 | |
| 0.8798 | 237.26 | |
| 0.1676 | 21.45 |
Estimation Period:
Dec 15, 2006 to Feb 6, 2026
Dec 15, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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