Invesco CEF Income Composite ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.64% (+2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1433 | 4.45 | |
| 0.2639 | 6.69 | |
| 0.6925 | 18.64 | |
| -0.0047 | -0.22 | |
| 0.0463 | 1.32 | |
| -0.0996 | -2.42 |
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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