Invesco AAA CLO FL RT NT ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.60% (-34.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 7.79 | |
| 0.2499 | 229.08 | |
| 0.9990 | 7,568.18 | |
| 2.0002 | 1,000,101.00 |
Estimation Period:
Dec 9, 2022 to Feb 6, 2026
Dec 9, 2022 to Feb 6, 2026
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