Invesco RAFI Canadian Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.32% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7578 | 7.21 | |
| 0.0826 | 27.18 | |
| 0.9716 | 205.06 | |
| 3.9709 | 12.91 |
Estimation Period:
Jan 26, 2012 to Feb 6, 2026
Jan 26, 2012 to Feb 6, 2026
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