Invesco RAFI Developed Markets ex-US ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.11% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 6.48 | |
| 0.1968 | 27.49 | |
| 0.9826 | 865.73 | |
| -0.0989 | -18.11 |
Estimation Period:
Jun 25, 2007 to Feb 6, 2026
Jun 25, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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