Invesco S&P International Developed Low Volatility ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.01% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5867 | 11.24 | |
| 0.1040 | 21.26 | |
| 0.9642 | 281.92 | |
| 7.7637 | 4.10 |
Estimation Period:
Jan 17, 2012 to Feb 13, 2026
Jan 17, 2012 to Feb 13, 2026
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