Invesco Core Fixd Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.52% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 0.50 | |
| 0.0000 | 0.00 | |
| 0.9589 | 0.98 | |
| 6.8278 | 0.16 |
Estimation Period:
Jul 23, 2025 to Feb 6, 2026
Jul 23, 2025 to Feb 6, 2026
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