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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9036 | 3.27 | |
| 0.0749 | 2.94 | |
| 0.8102 | 16.75 | |
| -0.0085 | -0.02 | |
| 0.8153 | 1.08 | |
| -1.8831 | -2.58 | |
| 1.8654 | 2.84 | |
| -1.2620 | -2.64 | |
| 1.0911 | 3.04 | |
| -1.3036 | -4.43 | |
| 0.9741 | 3.34 | |
| -0.1944 | -0.66 | |
| -0.1634 | -0.80 |
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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