Invesco S&P SmallCap Materials ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.31% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8086 | 7.06 | |
| 0.0567 | 22.94 | |
| 0.9867 | 476.64 | |
| 5.0679 | 9.86 |
Estimation Period:
Apr 7, 2010 to Feb 13, 2026
Apr 7, 2010 to Feb 13, 2026
Other Invesco S&P SmallCap Materials ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs