Invesco RAFI US 1000 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.32% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6926 | 6.04 | |
| 0.1357 | 8.71 | |
| 0.8287 | 48.39 | |
| -0.0496 | -3.81 | |
| 0.0820 | 3.80 | |
| -0.0570 | -2.41 |
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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