Invesco Aerospace & Defense ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.36% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0004 | -0.15 | |
| 0.0964 | 36.56 | |
| 0.8704 | 286.79 | |
| 0.7600 | 35.25 |
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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