Invesco Fundamental High Yield® Corporate Bond ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.07% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 15.28 | |
| 0.1327 | 22.56 | |
| 0.8673 | 176.79 |
Estimation Period:
Nov 15, 2007 to Feb 13, 2026
Nov 15, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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