Invesco S&P 500 ESG Indx ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:258.66% (+31.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 183.0684 | 3.84 | |
| 0.0903 | 15.22 | |
| 0.9137 | 32.35 | |
| 2.0019 | 3,075.15 |
Estimation Period:
Mar 5, 2020 to Feb 6, 2026
Mar 5, 2020 to Feb 6, 2026
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