Invesco 1-5 YR Ldrd INV GD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.76% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 20.16 | |
| 0.0787 | 9.84 | |
| 0.8754 | 208.67 | |
| 0.0039 | 0.28 |
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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