Invesco S&P 500 Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:945,425,237.66% (-407,636,556.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 4.00 | |
| 0.2872 | 116.67 | |
| 0.9990 | 7,187.05 | |
| 2.0000 | 153,846.15 |
Estimation Period:
Oct 12, 2015 to Feb 10, 2026
Oct 12, 2015 to Feb 10, 2026
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