Invesco PHLX Semiconductor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.37% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1324 | 7.06 | |
| 0.0108 | 2.32 | |
| 0.9272 | 159.65 | |
| 0.0746 | 5.27 |
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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