Invesco Managed Futu STR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.79% (+9.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4013 | 3.21 | |
| 0.4296 | 3.00 | |
| 0.0000 | 0.00 | |
| -2.3740 | -0.24 | |
| 22.8593 | 1.62 | |
| -31.8383 | -3.68 |
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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