Invesco RAFI Canadian Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.25% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 12.60 | |
| 0.0107 | 2.64 | |
| 0.8950 | 242.01 | |
| 0.1246 | 12.19 |
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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