Invesco Managed Futu STR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.75% (-14.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5677 | 7.54 | |
| 0.4094 | 5.32 | |
| 0.6678 | 14.08 | |
| 7.9357 | 1.85 |
Estimation Period:
Mar 19, 2025 to Feb 13, 2026
Mar 19, 2025 to Feb 13, 2026
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