Invesco International BuyBack Achievers ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.09% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 18.42 | |
| 0.0498 | 10.54 | |
| 0.8607 | 203.77 | |
| 0.1147 | 9.55 |
Estimation Period:
Feb 27, 2014 to Feb 13, 2026
Feb 27, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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