Invesco Golden Dragon China ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.36% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5153 | 5.47 | |
| 0.0714 | 6.80 | |
| 0.9027 | 68.84 | |
| -0.0890 | -2.75 | |
| 0.1207 | 2.50 | |
| -0.0115 | -0.41 | |
| -0.0881 | -2.55 |
Estimation Period:
Dec 9, 2004 to Feb 6, 2026
Dec 9, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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