Invesco Investment Grade Defensive ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.35% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 11.84 | |
| 0.0566 | 10.33 | |
| 0.8895 | 255.61 | |
| 0.0669 | 4.97 |
Estimation Period:
Sep 7, 2018 to Feb 13, 2026
Sep 7, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Investment Grade Defensive ETF Analyses
Other GJR-GARCH Analyses on ETFs