Invesco S&P 500 High Beta ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.93% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8791 | 7.00 | |
| 0.1005 | 25.71 | |
| 0.9849 | 409.69 | |
| 9.5847 | 3.65 |
Estimation Period:
May 5, 2011 to Feb 6, 2026
May 5, 2011 to Feb 6, 2026
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