Invesco S&P Emerging Markets Markets Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.46% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.01 | |
| 0.8002 | 59.23 | |
| 0.1215 | 17.84 | |
| 0.4219 | 0.13 | |
| 0.7366 | 0.13 | |
| 0.0223 | 0.00 |
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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