Invesco Zacks Multi-Asset Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.79% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 17.22 | |
| 0.0147 | 6.29 | |
| 0.8847 | 369.70 | |
| 0.1719 | 24.51 |
Estimation Period:
Sep 21, 2006 to Feb 6, 2026
Sep 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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