Invesco Global Listed Private Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.30% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 17.73 | |
| 0.0365 | 9.78 | |
| 0.8896 | 326.95 | |
| 0.1223 | 17.50 |
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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