Invesco High Yield Select ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:3.27% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 7.34 | |
| 0.0142 | 2.05 | |
| 0.9234 | 192.01 | |
| 0.0928 | 5.20 |
Estimation Period:
Dec 9, 2022 to Feb 13, 2026
Dec 9, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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