Invesco S&P SmallCap 600 QVM Multi-factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.37% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7885 | 9.17 | |
| 0.0525 | 5.57 | |
| 0.9339 | 125.40 | |
| 7.2957 | 1.04 |
Estimation Period:
Jun 30, 2021 to Feb 13, 2026
Jun 30, 2021 to Feb 13, 2026
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