Invesco RAFI Developed Markets ex-US ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.64% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0033 | -1.35 | |
| 0.1100 | 31.88 | |
| 0.8770 | 305.99 | |
| 0.5720 | 22.47 |
Estimation Period:
Jun 25, 2007 to Feb 13, 2026
Jun 25, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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