Invesco Aerospace & Defense ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.30% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 4.71 | |
| 0.1597 | 27.81 | |
| 0.9718 | 622.96 | |
| -0.1180 | -30.29 |
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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