Invesco Aerospace & Defense ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.84% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9724 | 7.32 | |
| 0.1023 | 7.70 | |
| 0.8750 | 60.42 | |
| 0.0018 | 1.00 |
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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