Invesco Golden Dragon China ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.61% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0826 | 6.08 | |
| 0.0671 | 29.08 | |
| 0.9906 | 600.71 | |
| 7.8520 | 4.67 |
Estimation Period:
Dec 9, 2004 to Feb 13, 2026
Dec 9, 2004 to Feb 13, 2026
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