Invesco S&P Emerging Markets Markets Momentum ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.24% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 6.80 | |
| 0.0392 | 9.91 | |
| 0.9487 | 192.40 |
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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