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V-Lab

Invesco Short Duration Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.76% (-2.07%)
Analysis last updated: Wednesday, February 11, 2026 at 11:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Invesco Short Duration Bond ETF SGARCH
paramt-stat
ω0.38020.68
α0.96087.43
β0.00232.44
γ1-14.4561-1.02
γ226.94001.29
γ3-21.0524-1.58
γ411.87421.04
γ5-1.8289-0.14
γ60.62440.05
γ7-9.0616-0.72
γ847.22593.27
γ9-122.9107-5.77
Estimation Period:
Dec 9, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts