Invesco Global Listed Private Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.46% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4223 | 5.85 | |
| 0.1009 | 35.34 | |
| 0.9902 | 599.01 | |
| 7.5869 | 6.49 |
Estimation Period:
Oct 24, 2006 to Feb 13, 2026
Oct 24, 2006 to Feb 13, 2026
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