Invesco Msci Eafe IN ADV ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.49% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5047 | 9.02 | |
| 0.1081 | 4.95 | |
| 0.8167 | 41.96 | |
| 7.0117 | 0.78 |
Estimation Period:
Jul 17, 2024 to Feb 6, 2026
Jul 17, 2024 to Feb 6, 2026
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