Invesco RAFI Strategic US ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4,657.85% (+1,168.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 5.12 | |
| 0.1810 | 43.58 | |
| 0.9986 | 5,120.93 | |
| 2.0000 | 23,529.46 |
Estimation Period:
Sep 12, 2018 to Feb 6, 2026
Sep 12, 2018 to Feb 6, 2026
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