Invesco AAA CLO FL RT NT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:1.68% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5288 | 2.40 | |
| 0.1310 | 1.90 | |
| 0.0000 | 0.00 | |
| -25.9915 | -1.43 | |
| 42.9944 | 1.72 | |
| -29.8038 | -2.34 | |
| 19.1369 | 1.93 | |
| 4.8891 | 0.44 | |
| -29.9929 | -1.75 | |
| 36.6539 | 1.68 | |
| -36.5519 | -1.70 | |
| 26.9463 | 1.73 | |
| -8.3786 | -0.99 |
Estimation Period:
Dec 9, 2022 to Feb 13, 2026
Dec 9, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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