Invesco Blltss 32 HI YD CR B GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.85% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1085 | 3.77 | |
| 0.1252 | 4.94 | |
| 0.8600 | 25.92 | |
| 3.8914 | 2.11 |
Estimation Period:
Jun 12, 2024 to Feb 13, 2026
Jun 12, 2024 to Feb 13, 2026
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