Invesco MSCI USA ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13,422.65% (+2,506.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8626 | 13.82 | |
| 0.1316 | 114.71 | |
| 0.9990 | 13,684.93 | |
| 2.0000 | 20,000,010.00 |
Estimation Period:
Sep 25, 2017 to Feb 6, 2026
Sep 25, 2017 to Feb 6, 2026
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