Invesco Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:46.34% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 10.09 | |
| 0.1308 | 26.82 | |
| 0.9858 | 917.02 | |
| -0.0546 | -13.18 |
Estimation Period:
Dec 4, 2007 to Feb 13, 2026
Dec 4, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities