Invesco S&P MidCap 400 Pure Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.05% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8016 | 9.26 | |
| 0.0922 | 25.95 | |
| 0.9829 | 453.78 | |
| 9.4463 | 4.27 |
Estimation Period:
Mar 7, 2006 to Feb 6, 2026
Mar 7, 2006 to Feb 6, 2026
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