Invesco RAFI Developed Markets ex-US ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.75% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9307 | 5.93 | |
| 0.0932 | 35.53 | |
| 0.9902 | 637.61 | |
| 7.0618 | 6.94 |
Estimation Period:
Jun 25, 2007 to Feb 13, 2026
Jun 25, 2007 to Feb 13, 2026
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