Invesco Preferred ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:5.87% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0296 | 7.89 | |
| 0.1606 | 100.53 | |
| 0.9990 | 8,121.93 | |
| 4.6785 | 32.94 |
Estimation Period:
Jan 31, 2008 to Feb 13, 2026
Jan 31, 2008 to Feb 13, 2026
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