Invesco Golden Dragon China ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.45% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 15.73 | |
| 0.0380 | 10.56 | |
| 0.9234 | 379.08 | |
| 0.0536 | 7.55 |
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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