Invesco MSCI Global Timber ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.73% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1445 | 7.66 | |
| 0.0902 | 25.81 | |
| 0.9872 | 571.65 | |
| 9.9899 | 3.80 |
Estimation Period:
Nov 9, 2007 to Feb 6, 2026
Nov 9, 2007 to Feb 6, 2026
Other Invesco MSCI Global Timber ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs