Invesco PHLX Semiconductor ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.56% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1579 | 8.48 | |
| 0.0776 | 13.40 | |
| 0.8914 | 114.31 | |
| 0.4790 | 7.29 |
Estimation Period:
Jun 11, 2021 to Feb 6, 2026
Jun 11, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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