Invesco S&P MidCap 400 Pure Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.58% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1164 | 7.80 | |
| 0.0783 | 31.69 | |
| 0.9889 | 611.94 | |
| 8.4681 | 5.27 |
Estimation Period:
Mar 7, 2006 to Feb 13, 2026
Mar 7, 2006 to Feb 13, 2026
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