Invesco Aerospace & Defense ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.87% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 19.22 | |
| 0.1021 | 30.09 | |
| 0.8758 | 237.15 |
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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