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Invesco S&P Emerging Markets Markets Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.88% (-0.34%)
Analysis last updated: Monday, February 9, 2026 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco S&P Emerging Markets Markets Momentum ETF S0GARCH
paramt-stat
ω1.90363.27
α0.07492.94
β0.810216.75
γ1-0.0085-0.02
γ20.81531.08
γ3-1.8831-2.58
γ41.86542.84
γ5-1.2620-2.64
γ61.09113.04
γ7-1.3036-4.43
γ80.97413.34
γ9-0.1944-0.66
γ10-0.1634-0.80
Estimation Period:
Feb 24, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts