Invesco Blshr 34 Corp BD ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.85% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 9.47 | |
| 0.3594 | 4.32 | |
| 0.7106 | 52.06 | |
| -0.1400 | -1.39 |
Estimation Period:
Sep 11, 2024 to Feb 13, 2026
Sep 11, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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