Invesco S&P SmallCap Utilities & Communication Services ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.79% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2114 | 11.49 | |
| 0.0763 | 16.41 | |
| 0.9671 | 363.14 | |
| 7.0530 | 4.18 |
Estimation Period:
Apr 7, 2010 to Feb 6, 2026
Apr 7, 2010 to Feb 6, 2026
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