Invesco Short Duration Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.76% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3802 | 0.68 | |
| 0.9608 | 7.43 | |
| 0.0023 | 2.44 | |
| -14.4561 | -1.02 | |
| 26.9400 | 1.29 | |
| -21.0524 | -1.58 | |
| 11.8742 | 1.04 | |
| -1.8289 | -0.14 | |
| 0.6244 | 0.05 | |
| -9.0616 | -0.72 | |
| 47.2259 | 3.27 | |
| -122.9107 | -5.77 |
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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