Invesco Preferred ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.86% (+11.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 8.29 | |
| 0.2343 | 31.92 | |
| 0.7709 | 164.55 | |
| 0.1655 | 22.49 |
Estimation Period:
Jan 31, 2008 to Feb 13, 2026
Jan 31, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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