Invesco AAA CLO FL RT NT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.87% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 4.63 | |
| 0.0000 | 0.00 | |
| 0.9155 | 64.61 | |
| 0.0987 | 3.03 |
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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