Invesco MSCI Global Timber ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.77% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8772 | 231.21 | |
| 0.1298 | 36.07 | |
| 0.2013 | 0.42 | |
| 0.8634 | 0.40 | |
| 0.0000 | 0.00 |
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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