Invesco Global Listed Private Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.95% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8784 | 5.63 | |
| 0.1218 | 7.83 | |
| 0.8530 | 56.76 | |
| -0.0444 | -3.17 | |
| 0.0852 | 4.06 | |
| -0.0576 | -5.19 |
Estimation Period:
Oct 24, 2006 to Feb 6, 2026
Oct 24, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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