Invesco S&P International Developed Momentum ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.56% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 10.93 | |
| 0.0598 | 11.36 | |
| 0.9027 | 145.13 |
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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