Invesco Aerospace & Defense ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.96% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 17.63 | |
| 0.0174 | 6.56 | |
| 0.8926 | 299.95 | |
| 0.1363 | 19.32 |
Estimation Period:
Oct 26, 2005 to Feb 13, 2026
Oct 26, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Aerospace & Defense ETF Analyses
Other GJR-GARCH Analyses on ETFs