Invesco S&P 500 Downside Hedge ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.50% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4442 | 6.76 | |
| 0.0701 | 16.47 | |
| 0.9521 | 144.54 | |
| 3.9970 | 5.72 |
Estimation Period:
Dec 6, 2012 to Feb 13, 2026
Dec 6, 2012 to Feb 13, 2026
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