Invesco MSCI USA ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.45% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1513 | 4.37 | |
| 0.0991 | 4.91 | |
| 0.8683 | 34.48 | |
| 0.0081 | 1.35 |
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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