Invesco MSCI Sustainable Future ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.65% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 13.50 | |
| 0.0279 | 8.59 | |
| 0.9125 | 364.86 | |
| 0.0894 | 13.79 |
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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