Invesco MSCI Sustainable Future ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.09% (+3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0576 | 6.13 | |
| 0.0921 | 7.36 | |
| 0.8768 | 60.47 | |
| -0.0307 | -2.30 | |
| 0.0747 | 3.60 | |
| -0.0916 | -4.13 |
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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