Invesco S&P SmallCap 600 Pure Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.43% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6352 | 11.15 | |
| 0.0725 | 31.19 | |
| 0.9878 | 714.80 | |
| 11.2842 | 3.43 |
Estimation Period:
Mar 7, 2006 to Feb 13, 2026
Mar 7, 2006 to Feb 13, 2026
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