Invesco RAFI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.00% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2673 | 9.23 | |
| 0.1014 | 7.55 | |
| 0.8679 | 57.16 | |
| 0.0026 | 4.13 |
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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