Invesco Active US Real Estate Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.45% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7543 | 4.88 | |
| 0.0671 | 4.93 | |
| 0.9157 | 55.99 | |
| 0.0386 | 3.55 | |
| -0.0540 | -2.99 |
Estimation Period:
Nov 21, 2008 to Feb 6, 2026
Nov 21, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Active US Real Estate Fund Analyses
Other Spline-GARCH Analyses on ETFs