Invesco RAFI Emerging Markets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.30% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0252 | 6.62 | |
| 0.8501 | 171.84 | |
| 0.1032 | 19.88 | |
| 0.2839 | 3.81 | |
| 0.6228 | 5.62 | |
| 0.2111 | 1.38 |
Estimation Period:
Sep 28, 2007 to Feb 6, 2026
Sep 28, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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