Invesco International Developed Dynamic Multifactor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.49% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 5.82 | |
| 0.0000 | 0.00 | |
| 0.8972 | 94.18 | |
| 0.0965 | 5.63 |
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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