Invesco Short Duration Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.16% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2214 | 1.59 | |
| 0.6573 | 1.44 | |
| 0.0000 | 0.00 | |
| 4.9935 | 1.26 | |
| -6.6857 | -1.08 | |
| 3.6499 | 0.87 | |
| -3.2091 | -0.75 | |
| 12.6874 | 3.17 | |
| -22.0530 | -7.70 |
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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