Invesco AAA CLO FL RT NT ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.49% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5198 | 2.38 | |
| 0.1279 | 1.89 | |
| 0.0000 | 0.00 | |
| -26.7651 | -1.48 | |
| 44.2525 | 1.79 | |
| -30.5943 | -2.43 | |
| 19.5575 | 1.99 | |
| 4.8015 | 0.43 | |
| -30.1947 | -1.76 | |
| 37.3395 | 1.69 | |
| -38.3461 | -1.74 | |
| 31.1143 | 1.84 | |
| -17.5237 | -1.00 |
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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