Invesco S&P International Developed Momentum ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.09% (+1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0008 | -0.19 | |
| 0.0718 | 17.73 | |
| 0.8775 | 156.47 | |
| 0.9420 | 22.38 |
Estimation Period:
Aug 8, 2016 to Feb 6, 2026
Aug 8, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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