Invesco S&P International Developed Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.13% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 1.09 | |
| 0.0785 | 7.69 | |
| 0.9471 | 130.33 | |
| -0.1321 | -14.76 |
Estimation Period:
Aug 8, 2016 to Feb 13, 2026
Aug 8, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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