Invesco Blltss 32 HI YD CR B GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.07% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 4.98 | |
| 0.0040 | 0.24 | |
| 0.7648 | 24.77 | |
| 0.1960 | 3.76 |
Estimation Period:
Jun 12, 2024 to Feb 6, 2026
Jun 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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