Invesco Zacks Mid-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.57% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2527 | 10.95 | |
| 0.0970 | 36.96 | |
| 0.9756 | 435.53 | |
| 4.7773 | 16.06 |
Estimation Period:
Apr 3, 2007 to Feb 13, 2026
Apr 3, 2007 to Feb 13, 2026
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