Invesco MSCI Sustainable Future ETF Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.00% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 4.28 | |
| 0.0852 | 32.91 | |
| 0.8975 | 343.20 | |
| 0.5294 | 11.06 |
Estimation Period:
Oct 24, 2006 to Feb 6, 2026
Oct 24, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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