Invesco 1-5 YR Ldrd INV GD AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.96% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 20.89 | |
| 0.0853 | 20.93 | |
| 0.8661 | 187.75 | |
| -0.0065 | -0.97 |
Estimation Period:
Jun 15, 2011 to Feb 6, 2026
Jun 15, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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