Invesco RAFI US 1500 Small-Mid ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.22% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5296 | 11.45 | |
| 0.0899 | 42.74 | |
| 0.9891 | 876.86 | |
| 8.9213 | 7.89 |
Estimation Period:
Sep 18, 2006 to Feb 6, 2026
Sep 18, 2006 to Feb 6, 2026
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