Invesco AAA CLO FL RT NT ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.92% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0022 | -10.28 | |
| 0.0180 | 16.58 | |
| 0.9487 | 259.35 | |
| 0.3990 | 43.71 |
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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