Invesco PHLX Semiconductor ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.67% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1119 | 9.75 | |
| 0.0663 | 11.95 | |
| 0.9140 | 142.61 |
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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