Invesco Leisure & Entertainment ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.32% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8952 | 10.26 | |
| 0.0848 | 33.21 | |
| 0.9850 | 612.58 | |
| 8.5041 | 5.60 |
Estimation Period:
Jun 23, 2005 to Feb 6, 2026
Jun 23, 2005 to Feb 6, 2026
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