Invesco S&P Comp ESG IND ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:581.03% (+52.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 309.9765 | 6.65 | |
| 0.0737 | 62.94 | |
| 0.9918 | 750.20 | |
| 2.0006 | 133,372.20 |
Estimation Period:
Oct 8, 2020 to Feb 6, 2026
Oct 8, 2020 to Feb 6, 2026
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