Invesco International Developed Dynamic Multifactor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.97% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0186 | 9.85 | |
| 0.0478 | 2.22 | |
| 0.8964 | 17.00 | |
| -0.0102 | -0.36 |
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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