Invesco PHLX Semiconductor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.63% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.9237 | 45.50 | |
| 0.0658 | 5.02 | |
| 3.6266 | 0.08 | |
| 0.2862 | 0.08 | |
| 0.0000 | 0.00 |
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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