Invesco RAFI US 1000 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.52% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3113 | 6.85 | |
| 0.1084 | 36.43 | |
| 0.9847 | 407.39 | |
| 6.9229 | 7.14 |
Estimation Period:
Dec 20, 2005 to Feb 13, 2026
Dec 20, 2005 to Feb 13, 2026
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