Invesco PHLX Semiconductor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.72% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8573 | 6.23 | |
| 0.0663 | 2.88 | |
| 0.9109 | 32.55 | |
| -0.0310 | -0.60 |
Estimation Period:
Jun 11, 2021 to Feb 13, 2026
Jun 11, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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