Invesco MSCI USA ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.99% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.01 | |
| 0.8773 | 107.94 | |
| 0.1637 | 14.72 | |
| 0.2627 | 1.54 | |
| 0.4670 | 1.35 | |
| 0.3127 | 0.64 |
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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