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V-Lab

Invesco AAA CLO FL RT NT ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.49% (-0.14%)
Analysis last updated: Tuesday, February 10, 2026 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Invesco AAA CLO FL RT NT ETF SGARCH
paramt-stat
ω0.51982.38
α0.12791.89
β0.00000.00
γ1-26.7651-1.48
γ244.25251.79
γ3-30.5943-2.43
γ419.55751.99
γ54.80150.43
γ6-30.1947-1.76
γ737.33951.69
γ8-38.3461-1.74
γ931.11431.84
γ10-17.5237-1.00
Estimation Period:
Dec 9, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts