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V-Lab

Invesco Canadian DIV INX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.50% (-0.08%)
Analysis last updated: Wednesday, February 11, 2026 at 02:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco Canadian DIV INX S0GARCH
paramt-stat
ω1.22644.85
α0.13316.12
β0.783628.27
γ1-0.3774-1.21
γ21.05362.14
γ3-1.3767-3.90
γ41.03573.65
γ5-0.2354-0.77
γ6-0.1673-0.47
γ70.14010.44
γ8-0.4006-1.60
γ90.54933.32
Estimation Period:
Jun 16, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts