Invesco S&P Spin-Off ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.44% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9319 | 10.30 | |
| 0.0833 | 33.55 | |
| 0.9863 | 704.03 | |
| 9.0319 | 4.75 |
Estimation Period:
Dec 15, 2006 to Feb 6, 2026
Dec 15, 2006 to Feb 6, 2026
Other Invesco S&P Spin-Off ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs