Invesco RAFI US 1000 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.77% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.9498 | 9,498,080.00 | |
| 0.0000 | 100.00 | |
| 0.1004 | 1,003,650.00 | |
| 0.7888 | 27.32 | |
| 0.3205 | 19.65 | |
| 0.0000 | 0.00 |
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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