Invesco MSCI USA ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.25% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 0.79 | |
| 0.0892 | 5.29 | |
| 0.9357 | 98.39 | |
| -0.1592 | -8.79 |
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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