Invesco S&P 500 Equal Weight Consumer Discretionary ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.66% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8129 | 8.43 | |
| 0.0832 | 29.03 | |
| 0.9871 | 653.28 | |
| 8.3589 | 5.02 |
Estimation Period:
Nov 7, 2006 to Feb 13, 2026
Nov 7, 2006 to Feb 13, 2026
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