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V-Lab

Invesco High Yield Select ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.77% (0.00%)
Analysis last updated: Wednesday, February 11, 2026 at 11:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Invesco High Yield Select ETF S0GARCH
paramt-stat
ω1.83064.32
α0.12522.19
β0.00000.00
γ1-5.4789-0.81
γ214.90211.44
γ3-17.6381-2.39
γ413.30031.94
γ5-11.7782-1.41
γ624.78752.06
γ7-38.4028-2.98
γ830.80523.35
γ9-12.5689-2.39
Estimation Period:
Dec 9, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts