Invesco S&P SmallCap Consumer Staples ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.35% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2696 | 18.86 | |
| 0.0571 | 21.63 | |
| 0.9738 | 518.00 | |
| 11.3665 | 2.01 |
Estimation Period:
Apr 7, 2010 to Feb 13, 2026
Apr 7, 2010 to Feb 13, 2026
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