Invesco SP 500 EQ WT IDX ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.26% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2668 | 7.56 | |
| 0.1291 | 23.06 | |
| 0.9669 | 195.17 | |
| 6.0069 | 6.44 |
Estimation Period:
May 29, 2018 to Feb 6, 2026
May 29, 2018 to Feb 6, 2026
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