Invesco Msci Eafe IN ADV ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.15% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1573 | 8.90 | |
| 0.0000 | 0.00 | |
| 0.5011 | 11.31 | |
| 0.4486 | 2.86 |
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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