Invesco S&P International Developed Quality ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.90% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9075 | 6.06 | |
| 0.1018 | 7.27 | |
| 0.8741 | 59.77 | |
| 0.0121 | 4.95 |
Estimation Period:
Jun 13, 2007 to Feb 13, 2026
Jun 13, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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