Invesco Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.16% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0154 | 6.11 | |
| 0.0653 | 47.58 | |
| 0.9929 | 854.51 | |
| 5.5364 | 13.06 |
Estimation Period:
Aug 25, 1995 to Feb 6, 2026
Aug 25, 1995 to Feb 6, 2026
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