Invesco Short Duration Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:67.08% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0019 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.4956 | 2.10 | |
| 0.0107 | 0.16 | |
| 1.0000 | 0.16 | |
| 0.0000 | 0.00 |
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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