Invesco S&P 500 Equal Weight ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.85% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3822 | 7.34 | |
| 0.1026 | 31.99 | |
| 0.9862 | 466.51 | |
| 8.9497 | 4.86 |
Estimation Period:
May 1, 2003 to Feb 6, 2026
May 1, 2003 to Feb 6, 2026
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