Invesco RAFI Canadian Index ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.98% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0098 | -4.40 | |
| 0.0702 | 24.65 | |
| 0.8951 | 281.37 | |
| 0.7219 | 23.90 |
Estimation Period:
Jan 26, 2012 to Feb 6, 2026
Jan 26, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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