Invesco S&P International Developed Low Volatility ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.69% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3240 | 8.25 | |
| 0.1261 | 5.70 | |
| 0.8225 | 37.64 | |
| 0.0309 | 3.20 | |
| -0.0388 | -3.08 |
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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