InvInvesco S&P Midcap 400 Revenue ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.57% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5434 | 6.05 | |
| 0.1007 | 29.19 | |
| 0.9896 | 532.31 | |
| 10.3932 | 4.02 |
Estimation Period:
Mar 11, 2008 to Feb 6, 2026
Mar 11, 2008 to Feb 6, 2026
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