Invesco S&P International Developed Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8,465.27% (+938.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0915 | 16.95 | |
| 0.1202 | 172.52 | |
| 0.9990 | 16,377.05 | |
| 2.0000 | 20,000,050.00 |
Estimation Period:
Aug 8, 2016 to Feb 6, 2026
Aug 8, 2016 to Feb 6, 2026
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