Invesco Short Duration Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:87.08% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0011 | -2.56 | |
| 0.1343 | 2.35 | |
| 0.9553 | 53.93 | |
| 0.0959 | 5.04 |
Estimation Period:
Dec 9, 2022 to Feb 6, 2026
Dec 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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