Invesco Aerospace & Defense ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.12% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0182 | 6.35 | |
| 0.8800 | 229.94 | |
| 0.1423 | 32.55 | |
| 0.0086 | 6.95 | |
| 0.0112 | 5.18 | |
| 0.9832 | 342.44 |
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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