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Invesco RAFI Strategic Developed ex-US ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 30, 2023 at 09:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Invesco RAFI Strategic Developed ex-US ETF S0GARCH
paramt-stat
ω1.15881.69
α0.12343.20
β0.69116.86
γ1-20.7765-1.33
γ246.45582.12
γ3-44.5209-3.83
γ425.52692.96
γ5-9.1108-1.33
γ63.55590.53
γ70.96070.15
γ8-0.3626-0.06
γ9-7.9056-1.66
γ108.94572.84
Estimation Period:
Sep 14, 2018 to Mar 24, 2023
Impact of return on volatility tomorrow
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