Invesco Large Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.66% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0612 | 9.71 | |
| 0.1135 | 32.28 | |
| 0.9763 | 358.54 | |
| 7.3761 | 6.30 |
Estimation Period:
Mar 3, 2005 to Feb 13, 2026
Mar 3, 2005 to Feb 13, 2026
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