Invesco S&P International Developed Low Volatility ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.40% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1600 | 8.11 | |
| 0.1243 | 5.93 | |
| 0.8298 | 39.29 | |
| 0.0111 | 2.40 |
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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