Invesco RAFI Strategic US ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.37% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 4.20 | |
| 0.0000 | 0.00 | |
| 0.8980 | 159.96 | |
| 0.1336 | 5.43 |
Estimation Period:
Sep 12, 2018 to Feb 13, 2026
Sep 12, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Invesco RAFI Strategic US ETF Analyses
Other GJR-GARCH Analyses on ETFs