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Invesco S&P Emerging Markets Markets Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.16% (-0.36%)
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 SGARCH
paramt-stat
ω1.87823.27
α0.07402.93
β0.810216.59
γ1-0.0418-0.09
γ20.86871.16
γ3-1.9209-2.65
γ41.90032.90
γ5-1.2918-2.70
γ61.10383.08
γ7-1.2837-4.34
γ80.89232.95
γ90.01820.05
γ10-0.7094-1.27
Estimation Period:
Feb 24, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts