Invesco RAFI US 1000 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.95% (+1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7236 | 5.93 | |
| 0.1364 | 8.86 | |
| 0.8304 | 50.07 | |
| -0.0431 | -3.40 | |
| 0.0675 | 3.47 | |
| -0.0320 | -2.95 |
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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