Invesco RAFI Developed Markets ex-US Small-Mid ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.67% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4986 | 7.09 | |
| 0.1174 | 7.64 | |
| 0.8505 | 55.39 | |
| -0.0126 | -1.01 | |
| 0.0412 | 2.22 | |
| -0.0393 | -3.98 |
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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