Invesco RAFI Developed Markets ex-US Small-Mid ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.91% (+2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5406 | 6.82 | |
| 0.0860 | 31.45 | |
| 0.9889 | 596.82 | |
| 8.3981 | 4.90 |
Estimation Period:
Sep 28, 2007 to Feb 6, 2026
Sep 28, 2007 to Feb 6, 2026
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