Invesco S&P SmallCap Financials ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.33% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8760 | 7.61 | |
| 0.0827 | 24.09 | |
| 0.9805 | 381.67 | |
| 6.1733 | 6.46 |
Estimation Period:
Apr 7, 2010 to Feb 13, 2026
Apr 7, 2010 to Feb 13, 2026
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