Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.07% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3547 | 5.63 | |
| 0.0716 | 3.37 | |
| 0.8574 | 23.05 | |
| 0.0356 | 0.47 | |
| 0.0836 | 0.73 | |
| -0.2904 | -3.38 | |
| 0.3529 | 3.61 |
Estimation Period:
Nov 7, 2014 to Feb 6, 2026
Nov 7, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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