Invesco International Developed Dynamic Multifactor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.61% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9530 | 10.54 | |
| 0.0457 | 4.77 | |
| 0.9533 | 120.47 | |
| 10.7286 | 0.61 |
Estimation Period:
Feb 26, 2021 to Feb 13, 2026
Feb 26, 2021 to Feb 13, 2026
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