Invesco Exchange-Traded Fund Trust - Invesco S&P 500 Pure Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.79% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8386 | 7.21 | |
| 0.0953 | 37.73 | |
| 0.9892 | 576.44 | |
| 8.7102 | 5.52 |
Estimation Period:
Mar 7, 2006 to Feb 6, 2026
Mar 7, 2006 to Feb 6, 2026
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