Invesco S&P SmallCap 600 Pure Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.06% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9226 | 9.42 | |
| 0.0716 | 25.36 | |
| 0.9828 | 408.99 | |
| 8.5889 | 4.08 |
Estimation Period:
Mar 7, 2006 to Feb 13, 2026
Mar 7, 2006 to Feb 13, 2026
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