Invesco S&P Smallcap 600 Revenue ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.80% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8520 | 9.93 | |
| 0.0805 | 32.70 | |
| 0.9886 | 766.34 | |
| 10.1378 | 4.36 |
Estimation Period:
Feb 22, 2008 to Feb 13, 2026
Feb 22, 2008 to Feb 13, 2026
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