Invesco Large Cap Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.94% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 19.67 | |
| 0.0019 | 0.75 | |
| 0.8681 | 304.79 | |
| 0.2036 | 27.11 |
Estimation Period:
Mar 3, 2005 to Feb 13, 2026
Mar 3, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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