Invesco S&P 500 Equal Weight Industrials ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.87% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5642 | 9.43 | |
| 0.0771 | 28.59 | |
| 0.9834 | 561.61 | |
| 6.3031 | 7.86 |
Estimation Period:
Nov 7, 2006 to Feb 13, 2026
Nov 7, 2006 to Feb 13, 2026
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