Invesco Managed Futu STR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.62% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.5000 | 92.40 | |
| 0.0682 | 74.78 | |
| -0.5000 | -99.74 | |
| 8.4422 | 0.05 | |
| 0.0000 | 0.00 | |
| 0.2739 | 0.01 |
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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