Invesco S&P SmallCap Industrials ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.30% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9613 | 10.97 | |
| 0.0749 | 16.83 | |
| 0.9680 | 327.25 | |
| 7.4760 | 3.48 |
Estimation Period:
Apr 7, 2010 to Feb 6, 2026
Apr 7, 2010 to Feb 6, 2026
Other Invesco S&P SmallCap Industrials ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs