Invesco Global Listed Private Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.09% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0205 | 5.82 | |
| 0.8668 | 256.99 | |
| 0.1396 | 29.20 | |
| 0.1755 | 1.15 | |
| 0.9122 | 1.22 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 24, 2006 to Feb 13, 2026
Oct 24, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Global Listed Private Equity ETF Analyses
Other MF2-GARCH Analyses on ETFs