Invesco RAFI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:16.88% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 15.85 | |
| 0.0331 | 8.34 | |
| 0.9012 | 333.16 | |
| 0.0913 | 11.19 |
Estimation Period:
Sep 28, 2007 to Feb 13, 2026
Sep 28, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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