Invesco Managed Futu STR ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.43% (-17.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2156 | 15.08 | |
| 0.5986 | 12.22 | |
| 0.0912 | 3.60 |
Estimation Period:
Mar 19, 2025 to Feb 13, 2026
Mar 19, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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