Invesco MSCI Global Timber ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.68% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 2.37 | |
| 0.0937 | 37.01 | |
| 0.8850 | 358.28 | |
| 0.6160 | 24.09 |
Estimation Period:
Nov 9, 2007 to Feb 6, 2026
Nov 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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