Invesco S&P International Developed Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.49% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 9.98 | |
| 0.0000 | 0.00 | |
| 0.8992 | 149.47 | |
| 0.1159 | 10.67 |
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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