Invesco RAFI Strategic US ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.05% (+6.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0320 | -3.29 | |
| 0.0824 | 13.90 | |
| 0.8804 | 145.24 | |
| 0.9821 | 10.57 |
Estimation Period:
Sep 12, 2018 to Feb 6, 2026
Sep 12, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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