Invesco RAFI Strategic Developed ex-US ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1588 | 1.69 | |
| 0.1234 | 3.20 | |
| 0.6911 | 6.86 | |
| -20.7765 | -1.33 | |
| 46.4558 | 2.12 | |
| -44.5209 | -3.83 | |
| 25.5269 | 2.96 | |
| -9.1108 | -1.33 | |
| 3.5559 | 0.53 | |
| 0.9607 | 0.15 | |
| -0.3626 | -0.06 | |
| -7.9056 | -1.66 | |
| 8.9457 | 2.84 |
Estimation Period:
Sep 14, 2018 to Mar 24, 2023
Sep 14, 2018 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
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