Invesco S&P Emerging Markets Markets Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.12% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 6.32 | |
| 0.0000 | 0.00 | |
| 0.9540 | 245.94 | |
| 0.0625 | 11.54 |
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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