Invesco High Yield Equity Dividend Achievers ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.80% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 14.29 | |
| 0.0277 | 12.50 | |
| 0.8975 | 372.57 | |
| 0.1316 | 19.08 |
Estimation Period:
Dec 9, 2004 to Feb 6, 2026
Dec 9, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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