Invesco Managed Futu STR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.89% (-3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 6.47 | |
| 0.1777 | 4.68 | |
| 0.7742 | 52.60 | |
| 0.0729 | 1.05 |
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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