Invesco S&P International Developed Quality ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.31% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 14.16 | |
| 0.0442 | 7.61 | |
| 0.8998 | 283.57 | |
| 0.0953 | 10.20 |
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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