Invesco Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.38% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0475 | 8.68 | |
| 0.7147 | 41.95 | |
| 0.1314 | 17.21 | |
| 0.0643 | 2.14 | |
| 0.0441 | 2.95 | |
| 0.9420 | 44.35 |
Estimation Period:
Dec 4, 2007 to Feb 13, 2026
Dec 4, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities