Invesco S&P 500 QVM Multi-factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.08% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0068 | 6.28 | |
| 0.0838 | 12.79 | |
| 0.9752 | 244.40 | |
| 7.3159 | 2.72 |
Estimation Period:
Jun 30, 2021 to Feb 6, 2026
Jun 30, 2021 to Feb 6, 2026
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