Invesco S&P International Developed Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.96% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9138 | 3.66 | |
| 0.0597 | 2.98 | |
| 0.9007 | 33.23 | |
| -0.0076 | -0.41 |
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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