Invesco MSCI USA ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.79% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0105 | -0.92 | |
| 0.0994 | 15.98 | |
| 0.8680 | 112.56 | |
| 0.8058 | 9.07 |
Estimation Period:
Sep 25, 2017 to Feb 6, 2026
Sep 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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