Invesco MSCI USA ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.55% (+2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2536 | 3.93 | |
| 0.1017 | 5.12 | |
| 0.8675 | 35.10 | |
| 0.0217 | 1.11 |
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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