Invesco MSCI Global Timber ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.45% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 14.32 | |
| 0.0203 | 6.73 | |
| 0.9105 | 383.68 | |
| 0.1080 | 17.42 |
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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