Invesco RAFI Strategic US ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.63% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3959 | 4.10 | |
| 0.1253 | 4.73 | |
| 0.8187 | 22.85 | |
| 0.0278 | 1.00 |
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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