Invesco Active US Real Estate Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.13% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.1431 | 8.45 | |
| 0.0722 | 50.02 | |
| 0.9990 | 5,257.89 | |
| 5.8533 | 15.47 |
Estimation Period:
Nov 21, 2008 to Feb 13, 2026
Nov 21, 2008 to Feb 13, 2026
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