Invesco RAFI US 1000 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.69% (+4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 19.62 | |
| 0.0188 | 5.30 | |
| 0.8641 | 302.46 | |
| 0.1937 | 25.80 |
Estimation Period:
Dec 20, 2005 to Feb 6, 2026
Dec 20, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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