Invesco Canadian DIV INX EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.49% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0139 | -5.29 | |
| 0.0991 | 17.75 | |
| 0.9737 | 425.56 | |
| -0.1206 | -25.06 |
Estimation Period:
Jun 16, 2011 to Feb 6, 2026
Jun 16, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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