Invesco S&P International Developed Quality ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.95% (+1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0078 | -2.92 | |
| 0.0855 | 29.99 | |
| 0.9027 | 351.80 | |
| 0.6365 | 20.96 |
Estimation Period:
Jun 13, 2007 to Feb 6, 2026
Jun 13, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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