Invesco S&P 500 Low Volatility ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.67% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6264 | 12.36 | |
| 0.1250 | 25.09 | |
| 0.9563 | 213.70 | |
| 8.2423 | 3.96 |
Estimation Period:
May 5, 2011 to Feb 13, 2026
May 5, 2011 to Feb 13, 2026
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