Invesco Russell 1000 Dynamic Multifactor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.47% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 13.79 | |
| 0.0271 | 4.76 | |
| 0.8378 | 159.46 | |
| 0.2293 | 14.55 |
Estimation Period:
Oct 26, 2017 to Feb 6, 2026
Oct 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Russell 1000 Dynamic Multifactor ETF Analyses
Other GJR-GARCH Analyses on ETFs