Invesco RAFI Developed Markets ex-US Small-Mid ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.33% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0079 | 3.25 | |
| 0.8582 | 245.41 | |
| 0.1537 | 35.85 | |
| 0.0960 | 8.25 | |
| 0.6104 | 32.06 | |
| 0.3087 | 11.95 |
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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