Invesco S&P Emerging Markets Markets Momentum ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.68% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0204 | -3.54 | |
| 0.0395 | 19.10 | |
| 0.9397 | 317.48 | |
| 1.2159 | 15.27 |
Estimation Period:
Feb 24, 2012 to Feb 6, 2026
Feb 24, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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