Invesco S&P Emerging Markets Markets Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.28% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 1.41 | |
| 0.0353 | 6.85 | |
| 0.9810 | 275.57 | |
| -0.0928 | -18.48 |
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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