Invesco MSCI Sustainable Future ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.86% (+3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4669 | 6.87 | |
| 0.0843 | 31.50 | |
| 0.9899 | 639.05 | |
| 9.5290 | 4.19 |
Estimation Period:
Oct 24, 2006 to Feb 6, 2026
Oct 24, 2006 to Feb 6, 2026
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