Invesco Global Listed Private Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.38% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 7.68 | |
| 0.1838 | 30.67 | |
| 0.9822 | 988.10 | |
| -0.0944 | -22.10 |
Estimation Period:
Oct 24, 2006 to Feb 13, 2026
Oct 24, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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