Invesco S&P Emerging Markets Markets Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.16% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8782 | 3.27 | |
| 0.0740 | 2.93 | |
| 0.8102 | 16.59 | |
| -0.0418 | -0.09 | |
| 0.8687 | 1.16 | |
| -1.9209 | -2.65 | |
| 1.9003 | 2.90 | |
| -1.2918 | -2.70 | |
| 1.1038 | 3.08 | |
| -1.2837 | -4.34 | |
| 0.8923 | 2.95 | |
| 0.0182 | 0.05 | |
| -0.7094 | -1.27 |
Estimation Period:
Feb 24, 2012 to Feb 6, 2026
Feb 24, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco S&P Emerging Markets Markets Momentum ETF Analyses
Other Spline-GARCH Analyses on ETFs