Invesco RAFI Strategic US ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.40% (+5.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.01 | |
| 0.7337 | 73.33 | |
| 0.2919 | 29.41 | |
| 0.0164 | 2.39 | |
| 0.0849 | 4.72 | |
| 0.9009 | 42.07 |
Estimation Period:
Sep 12, 2018 to Feb 6, 2026
Sep 12, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco RAFI Strategic US ETF Analyses
Other MF2-GARCH Analyses on ETFs