Invesco Semiconductors ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.69% (+2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 10.81 | |
| 0.1266 | 28.12 | |
| 0.9777 | 778.46 | |
| -0.0713 | -17.99 |
Estimation Period:
Jun 23, 2005 to Feb 6, 2026
Jun 23, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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