Invesco RAFI Emerging Markets ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.94% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4261 | 8.53 | |
| 0.1022 | 7.58 | |
| 0.8651 | 56.09 | |
| 0.0061 | 2.68 |
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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