Invesco Global Listed Private Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.55% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8621 | 5.63 | |
| 0.1215 | 7.75 | |
| 0.8522 | 56.06 | |
| -0.0485 | -3.33 | |
| 0.0950 | 3.96 | |
| -0.0765 | -2.77 |
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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