Invesco Bloomberg Analyst Rating Improvers ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.62% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 14.28 | |
| 0.0102 | 5.17 | |
| 0.9053 | 434.83 | |
| 0.1330 | 21.02 |
Estimation Period:
May 19, 2006 to Feb 13, 2026
May 19, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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