Invesco Short Duration Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.55% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 0.43 | |
| 0.0360 | 0.80 | |
| 0.9537 | 11.32 | |
| 0.0206 | 0.14 |
Estimation Period:
Dec 9, 2022 to Feb 6, 2026
Dec 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Short Duration Bond ETF Analyses
Other GJR-GARCH Analyses on ETFs