Invesco India Exchange-Traded Fund Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.28% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 12.94 | |
| 0.0441 | 9.54 | |
| 0.8882 | 219.96 | |
| 0.1001 | 11.68 |
Estimation Period:
Mar 5, 2008 to Feb 6, 2026
Mar 5, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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