Invesco S&P International Developed Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.66% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.8125 | 42.47 | |
| 0.1468 | 14.59 | |
| 0.1086 | 0.57 | |
| 0.1075 | 0.64 | |
| 0.7979 | 2.42 |
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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