Invesco S&P Emerging Markets Markets Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2,625.49% (-688.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 34.8640 | 14.60 | |
| 0.1500 | 298.86 | |
| 0.9990 | 14,271.43 | |
| 2.0000 | 20,000,210.00 |
Estimation Period:
Feb 24, 2012 to Feb 13, 2026
Feb 24, 2012 to Feb 13, 2026
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