Invesco RAFI Developed Markets ex-US ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.30% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 18.03 | |
| 0.0506 | 9.26 | |
| 0.8750 | 279.03 | |
| 0.1324 | 14.62 |
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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