Invesco Building & Construction ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.86% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8444 | 8.97 | |
| 0.0764 | 27.66 | |
| 0.9883 | 702.94 | |
| 11.0250 | 3.33 |
Estimation Period:
Oct 26, 2005 to Feb 13, 2026
Oct 26, 2005 to Feb 13, 2026
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