Invesco Real Assets ESG ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.77% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6948 | 6.63 | |
| 0.1143 | 2.45 | |
| 0.6739 | 6.04 | |
| -0.2703 | -3.70 | |
| 0.3496 | 3.89 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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