Invesco S&P MidCap 400 QVM Multi-factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.39% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4524 | 8.97 | |
| 0.0657 | 9.02 | |
| 0.9631 | 236.64 | |
| 8.5557 | 1.60 |
Estimation Period:
Jun 30, 2021 to Feb 13, 2026
Jun 30, 2021 to Feb 13, 2026
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