Invesco High Yield Select ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.77% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8306 | 4.32 | |
| 0.1252 | 2.19 | |
| 0.0000 | 0.00 | |
| -5.4789 | -0.81 | |
| 14.9021 | 1.44 | |
| -17.6381 | -2.39 | |
| 13.3003 | 1.94 | |
| -11.7782 | -1.41 | |
| 24.7875 | 2.06 | |
| -38.4028 | -2.98 | |
| 30.8052 | 3.35 | |
| -12.5689 | -2.39 |
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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