Invesco Semiconductors ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.75% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 13.92 | |
| 0.0192 | 6.99 | |
| 0.9212 | 336.56 | |
| 0.0820 | 14.68 |
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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