Invesco RAFI Developed Markets ex-US Small-Mid ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.78% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 17.47 | |
| 0.0293 | 8.19 | |
| 0.8910 | 369.25 | |
| 0.1351 | 17.72 |
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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