Invesco S&P 500 Equal Weight Communication Services ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.47% (+4.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0573 | 13.74 | |
| 0.0556 | 9.06 | |
| 0.8286 | 148.95 | |
| 0.1632 | 10.31 |
Estimation Period:
Nov 7, 2018 to Feb 6, 2026
Nov 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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