Invesco Bloomberg Pricing Power ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.59% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8035 | 11.24 | |
| 0.1090 | 33.52 | |
| 0.9782 | 460.97 | |
| 8.5324 | 5.20 |
Estimation Period:
Dec 15, 2006 to Feb 6, 2026
Dec 15, 2006 to Feb 6, 2026
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