Invesco S&P 500 GARP ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.24% (+3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3498 | 7.50 | |
| 0.1066 | 26.35 | |
| 0.9786 | 332.61 | |
| 6.4027 | 6.98 |
Estimation Period:
Jun 16, 2011 to Feb 6, 2026
Jun 16, 2011 to Feb 6, 2026
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