Invesco Energy Exploration & Production ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.72% (+3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 6.49 | |
| 0.1157 | 25.29 | |
| 0.9892 | 1,107.73 | |
| -0.0639 | -18.43 |
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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