Invesco High Yield Select ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.15% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.7204 | 13.45 | |
| 0.1519 | 6.29 | |
| 0.0017 | 0.31 | |
| 0.0588 | 0.47 | |
| 0.9051 | 6.00 |
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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