Invesco Oil & Gas Services ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.87% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 12.73 | |
| 0.0219 | 10.08 | |
| 0.9376 | 435.28 | |
| 0.0613 | 11.46 |
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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