Invesco 1-5 YR Ldrd INV GD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.13% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7475 | 7,474,980.00 | |
| 0.0025 | 25,020.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0017 | 16,680.00 | |
| 0.0000 | 100.00 | |
| 0.9967 | 9,966,670.00 |
Estimation Period:
Jun 15, 2011 to Feb 6, 2026
Jun 15, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco 1-5 YR Ldrd INV GD Analyses
Other MF2-GARCH Analyses on ETFs