Invesco Golden Dragon China ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.87% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 14.76 | |
| 0.1444 | 31.84 | |
| 0.9838 | 1,235.97 | |
| -0.0430 | -9.70 |
Estimation Period:
Dec 9, 2004 to Feb 13, 2026
Dec 9, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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