Invesco S&P 500 Equal Weight Materials ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.02% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0072 | 9.17 | |
| 0.0746 | 31.01 | |
| 0.9875 | 700.36 | |
| 8.3274 | 5.18 |
Estimation Period:
Nov 7, 2006 to Feb 6, 2026
Nov 7, 2006 to Feb 6, 2026
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