Invesco S&P International Developed Quality ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.69% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 4.85 | |
| 0.1724 | 18.88 | |
| 0.9855 | 632.96 | |
| -0.0810 | -9.97 |
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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