Invesco Food & Beverage ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.55% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8502 | 13.66 | |
| 0.0843 | 25.43 | |
| 0.9713 | 387.44 | |
| 8.9619 | 3.49 |
Estimation Period:
Jun 23, 2005 to Feb 6, 2026
Jun 23, 2005 to Feb 6, 2026
Other Invesco Food & Beverage ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs