Invesco RAFI Canadian Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.99% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4927 | 4,927,470.00 | |
| 0.2573 | 2,572,530.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1810 | 6.35 | |
| 0.4310 | 12.62 | |
| 0.3207 | 5.67 |
Estimation Period:
Jan 26, 2012 to Feb 13, 2026
Jan 26, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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