Invesco International Developed Dynamic Multifactor ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.75% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 3.13 | |
| 0.0676 | 21.04 | |
| 0.8414 | 102.51 | |
| 1.0098 | 21.56 |
Estimation Period:
Feb 26, 2021 to Feb 13, 2026
Feb 26, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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