Invesco S&P 500 ESG Indx ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.71% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.3772 | 6.59 | |
| 0.0814 | 25.76 | |
| 0.9990 | 4,561.64 | |
| 5.8858 | 6.01 |
Estimation Period:
Mar 5, 2020 to Feb 6, 2026
Mar 5, 2020 to Feb 6, 2026
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