Invesco Investment Grade Defensive ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.51% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 6.15 | |
| 0.0810 | 30.91 | |
| 0.9870 | 371.49 | |
| 4.2352 | 19.07 |
Estimation Period:
Sep 7, 2018 to Feb 13, 2026
Sep 7, 2018 to Feb 13, 2026
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