Invesco RAFI Developed Markets ex-US Small-Mid ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.89% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 3.97 | |
| 0.1709 | 32.83 | |
| 0.9807 | 820.64 | |
| -0.0998 | -21.38 |
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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