Invesco S&P SmallCap Consumer Discretionary ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.95% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5905 | 10.10 | |
| 0.0679 | 29.89 | |
| 0.9882 | 807.34 | |
| 9.6150 | 3.79 |
Estimation Period:
Apr 7, 2010 to Feb 13, 2026
Apr 7, 2010 to Feb 13, 2026
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