Invesco Energy Exploration & Production ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.99% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 11.74 | |
| 0.0207 | 8.38 | |
| 0.9348 | 409.26 | |
| 0.0699 | 12.14 |
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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