Invesco Short Duration Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22,122.63% (+40.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8523 | 7.04 | |
| 0.2698 | 325.80 | |
| 0.9990 | 6,842.47 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Dec 9, 2022 to Feb 12, 2026
Dec 9, 2022 to Feb 12, 2026
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