Invesco RAFI Developed Markets ex-US Small-Mid ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.48% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 0.17 | |
| 0.1000 | 35.62 | |
| 0.8830 | 343.57 | |
| 0.5470 | 25.68 |
Estimation Period:
Sep 28, 2007 to Feb 6, 2026
Sep 28, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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