Invesco S&P International Developed Quality ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.60% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0221 | 5.09 | |
| 0.8605 | 216.25 | |
| 0.1231 | 22.18 | |
| 0.0623 | 2.88 | |
| 0.3233 | 3.02 | |
| 0.6316 | 5.11 |
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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