Invesco Russell 2000 Dynamic Multifactor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:558.42% (-54.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61.7436 | 14.22 | |
| 0.0775 | 77.07 | |
| 0.9974 | 4,818.23 | |
| 2.0008 | 500,211.25 |
Estimation Period:
Oct 26, 2017 to Feb 6, 2026
Oct 26, 2017 to Feb 6, 2026
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