Invesco Real Assets ESG ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.75% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0926 | 7.96 | |
| 0.0740 | 8.74 | |
| 0.9556 | 165.21 | |
| 7.3355 | 1.90 |
Estimation Period:
Dec 23, 2020 to Feb 13, 2026
Dec 23, 2020 to Feb 13, 2026
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