Invesco PHLX Semiconductor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.50% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8419 | 6.57 | |
| 0.0552 | 10.03 | |
| 0.9792 | 287.84 | |
| 7.9903 | 1.91 |
Estimation Period:
Jun 11, 2021 to Feb 6, 2026
Jun 11, 2021 to Feb 6, 2026
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