Invesco S&P SmallCap Energy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.30% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8608 | 6.59 | |
| 0.0565 | 30.82 | |
| 0.9933 | 869.05 | |
| 9.7908 | 3.49 |
Estimation Period:
Apr 7, 2010 to Feb 6, 2026
Apr 7, 2010 to Feb 6, 2026
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