Invesco High Yield Select ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:195.21% (+58.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 7.60 | |
| 0.2977 | 326.02 | |
| 0.9990 | 7,400.00 | |
| 2.0001 | 2,000,081.00 |
Estimation Period:
Dec 9, 2022 to Feb 13, 2026
Dec 9, 2022 to Feb 13, 2026
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