Invesco High Yield Select ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.45% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0009 | -1.54 | |
| 0.0474 | 10.18 | |
| 0.9368 | 214.77 | |
| 0.2212 | 6.00 |
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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