Invesco PHLX Semiconductor ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.82% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8716 | 6.72 | |
| 0.0674 | 2.90 | |
| 0.9101 | 32.34 | |
| -0.0189 | -1.21 |
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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