Invesco MSCI Global Timber ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.78% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5079 | 9.59 | |
| 0.1015 | 7.75 | |
| 0.8690 | 58.48 | |
| 0.0097 | 4.72 |
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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