Invesco S&P 500 Equal Weight Consumer Staples ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.17% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7656 | 10.56 | |
| 0.0796 | 26.37 | |
| 0.9715 | 296.64 | |
| 5.8743 | 6.81 |
Estimation Period:
Nov 7, 2006 to Feb 13, 2026
Nov 7, 2006 to Feb 13, 2026
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