Invesco RAFI Strategic US ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.58% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3319 | 5.51 | |
| 0.1226 | 4.55 | |
| 0.8188 | 21.86 | |
| 0.0179 | 2.51 |
Estimation Period:
Sep 12, 2018 to Feb 13, 2026
Sep 12, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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