Invesco Managed Futu STR ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.80% (+16.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2354 | 16.40 | |
| 0.6023 | 11.45 | |
| 0.0347 | 2.63 | |
| -0.0046 | -0.16 |
Estimation Period:
Mar 19, 2025 to Feb 6, 2026
Mar 19, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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