Invesco RAFI Developed Markets ex-US Small-Mid ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.36% (+3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 19.96 | |
| 0.1172 | 35.34 | |
| 0.8724 | 292.27 |
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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