Invesco Russell 1000 Dynamic Multifactor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.07% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3229 | 8.36 | |
| 0.1215 | 21.78 | |
| 0.9678 | 212.70 | |
| 6.6926 | 5.56 |
Estimation Period:
Oct 26, 2017 to Feb 13, 2026
Oct 26, 2017 to Feb 13, 2026
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