Invesco Energy Exploration & Production ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.22% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 15.11 | |
| 0.0661 | 23.63 | |
| 0.9266 | 334.74 |
Estimation Period:
Oct 26, 2005 to Feb 13, 2026
Oct 26, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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