Invesco RAFI Developed Markets ex-US ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.23% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0301 | 7.08 | |
| 0.8467 | 230.28 | |
| 0.1450 | 23.23 | |
| 0.0817 | 5.87 | |
| 0.4920 | 9.30 | |
| 0.4527 | 7.32 |
Estimation Period:
Jun 25, 2007 to Feb 6, 2026
Jun 25, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco RAFI Developed Markets ex-US ETF Analyses
Other MF2-GARCH Analyses on ETFs