Invesco CEF Income Composite ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.06% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 25.59 | |
| 0.0754 | 9.21 | |
| 0.7413 | 140.35 | |
| 0.3144 | 13.83 |
Estimation Period:
Feb 19, 2010 to Feb 6, 2026
Feb 19, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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