Invesco S&P 500 Quality ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.47% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4784 | 5.66 | |
| 0.1124 | 34.01 | |
| 0.9873 | 410.03 | |
| 7.4818 | 6.68 |
Estimation Period:
Dec 6, 2005 to Feb 6, 2026
Dec 6, 2005 to Feb 6, 2026
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