Invesco Semiconductors ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.94% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7233 | 7.64 | |
| 0.0651 | 20.73 | |
| 0.9862 | 476.88 | |
| 9.3883 | 3.00 |
Estimation Period:
Jun 23, 2005 to Feb 13, 2026
Jun 23, 2005 to Feb 13, 2026
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