Invesco S&P 500 Equal Weight Real Estate ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:425.81% (-13.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116.3354 | 15.25 | |
| 0.0724 | 85.32 | |
| 0.9986 | 9,601.67 | |
| 2.0015 | 400,291.80 |
Estimation Period:
Aug 14, 2015 to Feb 6, 2026
Aug 14, 2015 to Feb 6, 2026
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