Invesco 1-5 YR Ldrd INV GD GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.80% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 21.44 | |
| 0.0814 | 20.70 | |
| 0.8744 | 207.49 |
Estimation Period:
Jun 15, 2011 to Feb 13, 2026
Jun 15, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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