Invesco Active US Real Estate Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.69% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 11.68 | |
| 0.0281 | 7.73 | |
| 0.9299 | 337.03 | |
| 0.0618 | 8.36 |
Estimation Period:
Nov 21, 2008 to Feb 6, 2026
Nov 21, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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