Invesco Msci Eafe IN ADV ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.90% (-2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0825 | 5.29 | |
| 0.2577 | 1.00 | |
| 0.4228 | 1.24 | |
| -0.1875 | -0.26 |
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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