Invesco S&P 500 Equal Weight Communication Services ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.52% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7589 | 11.39 | |
| 0.1186 | 23.32 | |
| 0.9763 | 393.21 | |
| 10.8212 | 4.08 |
Estimation Period:
Nov 7, 2018 to Feb 6, 2026
Nov 7, 2018 to Feb 6, 2026
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