Invesco S&P International Developed Quality ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.20% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9383 | 5.90 | |
| 0.0796 | 38.90 | |
| 0.9913 | 721.50 | |
| 6.5987 | 7.32 |
Estimation Period:
Jun 13, 2007 to Feb 13, 2026
Jun 13, 2007 to Feb 13, 2026
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