Invesco Variable Rate Preferred ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.92% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 18.49 | |
| 0.2115 | 21.67 | |
| 0.7795 | 125.16 | |
| 0.0854 | 18.52 |
Estimation Period:
May 1, 2014 to Feb 6, 2026
May 1, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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