Invesco Msci Eafe IN ADV ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.36% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0766 | -2.46 | |
| 0.1136 | 6.24 | |
| 0.8867 | 49.25 | |
| -0.2405 | -7.70 |
Estimation Period:
Jul 17, 2024 to Feb 6, 2026
Jul 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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