Invesco S&P 500 Revenue ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.74% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9984 | 4.67 | |
| 0.1197 | 38.32 | |
| 0.9905 | 465.26 | |
| 7.5771 | 7.03 |
Estimation Period:
Mar 7, 2008 to Feb 6, 2026
Mar 7, 2008 to Feb 6, 2026
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