Invesco MSCI Global Timber ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.36% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3475 | 8.30 | |
| 0.1027 | 7.58 | |
| 0.8647 | 55.73 | |
| -0.0114 | -0.92 | |
| 0.0372 | 1.99 | |
| -0.0357 | -3.52 |
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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