Invesco MSCI USA ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.34% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 11.08 | |
| 0.0911 | 13.17 | |
| 0.8744 | 115.48 |
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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