Invesco RAFI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.75% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5142 | 9.17 | |
| 0.0894 | 30.27 | |
| 0.9856 | 608.02 | |
| 9.2597 | 4.43 |
Estimation Period:
Sep 28, 2007 to Feb 6, 2026
Sep 28, 2007 to Feb 6, 2026
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