Invesco Energy Exploration & Production ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.49% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 4.32 | |
| 0.0688 | 32.92 | |
| 0.9177 | 422.91 | |
| 0.8431 | 27.30 |
Estimation Period:
Oct 26, 2005 to Feb 6, 2026
Oct 26, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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