Invesco International Dividend Achievers ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.06% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 14.43 | |
| 0.0161 | 5.85 | |
| 0.9052 | 406.47 | |
| 0.1294 | 19.57 |
Estimation Period:
Sep 15, 2005 to Feb 6, 2026
Sep 15, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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