Invesco Large Cap Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.52% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5421 | 7.95 | |
| 0.1077 | 30.68 | |
| 0.9832 | 427.49 | |
| 7.9993 | 5.75 |
Estimation Period:
Mar 3, 2005 to Feb 6, 2026
Mar 3, 2005 to Feb 6, 2026
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