Invesco AAA CLO FL RT NT ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.03% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1954 | -5.99 | |
| 0.0529 | 4.83 | |
| 0.9459 | 88.91 | |
| -0.1730 | -12.47 |
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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