Invesco S&P Emerging Markets Low Volatility ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.46% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7283 | 9.87 | |
| 0.0767 | 20.53 | |
| 0.9722 | 349.98 | |
| 7.8486 | 3.15 |
Estimation Period:
Jan 16, 2012 to Feb 13, 2026
Jan 16, 2012 to Feb 13, 2026
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