Invesco S&P International Developed Low Volatility ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.15% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 21.40 | |
| 0.1197 | 23.47 | |
| 0.8412 | 167.13 |
Estimation Period:
Jan 17, 2012 to Feb 6, 2026
Jan 17, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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