Invesco RAFI Developed Markets ex-US ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.56% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4391 | 6.32 | |
| 0.1315 | 7.13 | |
| 0.8326 | 46.18 | |
| -0.0337 | -2.50 | |
| 0.0811 | 3.75 | |
| -0.0935 | -3.87 |
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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