Invesco MSCI Sustainable Future ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.56% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8888 | 308.29 | |
| 0.1268 | 34.79 | |
| 0.1888 | 0.62 | |
| 0.9019 | 0.61 | |
| 0.0000 | 0.00 |
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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