Invesco Large Cap Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.45% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 16.13 | |
| 0.0071 | 0.95 | |
| 0.8764 | 176.88 | |
| 0.1835 | 23.35 |
Estimation Period:
Mar 3, 2005 to Feb 6, 2026
Mar 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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