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Invesco AAA CLO FL RT NT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:1.68% (-0.03%)
Analysis last updated: Tuesday, February 17, 2026 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of Invesco AAA CLO FL RT NT ETF S0GARCH
paramt-stat
ω0.52882.40
α0.13101.90
β0.00000.00
γ1-25.9915-1.43
γ242.99441.72
γ3-29.8038-2.34
γ419.13691.93
γ54.88910.44
γ6-29.9929-1.75
γ736.65391.68
γ8-36.5519-1.70
γ926.94631.73
γ10-8.3786-0.99
Estimation Period:
Dec 9, 2022 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts