Invesco Investment Grade Defensive ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.46% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.8820 | 8,819,960.00 | |
| 0.2113 | 2,112,680.00 | |
| -0.1865 | -1,865,280.00 | |
| 0.0229 | 228,700.00 | |
| 0.1833 | 1,833,090.00 | |
| 0.2998 | 2,997,900.00 |
Estimation Period:
Sep 7, 2018 to Feb 6, 2026
Sep 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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