Invesco 1-5 YR Ldrd INV GD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.03% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 9.68 | |
| 0.0862 | 23.38 | |
| 0.9636 | 235.08 | |
| 5.1761 | 7.02 |
Estimation Period:
Jun 15, 2011 to Feb 6, 2026
Jun 15, 2011 to Feb 6, 2026
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